Numerical methods for the nonlinear robust regression problem

DOI10.1080/00949658108810482MaRDI QIDQ3915813zbMATH OpenOpenAlexFDO

Authors Rudolf Dutter, Peter J. Huber

Publication date 1981

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658108810482

zbMATH Keywords

Huber estimatemultiple regressionnonlinear robust regressionnumerical algorithmsrobust estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• A Rapidly Convergent Descent Method for Minimization
• Ein Verfahren zur Minimierung einer Quadratsumme nichtlinearer Funktionen
• scientific article; zbMATH DE number 3382096 (Why is no real title available?)
• L p -methods for robust regression
• Minimizing a function without calculating derivatives
• Numerical solution of robust regression problems: computational aspects, a comparison
• On leastp-th power methods in multiple regressions and location estimations
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Spiral--A new algorithm for non-linear parameter estimation using least squares

Cited in

(8)

• Algorithms for non-linear Huber estimation
• Efficiency of minimizing compositions of convex functions and smooth maps
• The scale problem in robust regressionM- estimates
• Robust piecewise linear L₁-regression via nonsmooth DC optimization
• An inertial ADMM for a class of nonconvex composite optimization with nonlinear coupling constraints
• An adaptive weighted component test for high-dimensional means
• Multiblock ADMM for nonsmooth nonconvex optimization with nonlinear coupling constraints
• R-estimation in linear models: algorithms, complexity, challenges

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