Algorithms for non-linear Huber estimation

DOI10.1007/BF01932706MaRDI QIDQ1123583zbMATHFDO

Authors Kaj Madsen, Hakan Ekblom

Publication date 1989

Published in BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmsregressionleast squares estimationtrust region methoddata contaminationnon-linear Huber estimationnon-linear robust parameter estimation

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3446326 (Why is no real title available?)
• A method for the solution of certain non-linear problems in least squares
• A new algorithm for the Huber estimator in linear models
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Ein Verfahren zur Minimierung einer Quadratsumme nichtlinearer Funktionen
• Numerical Methods for Robust Regression: Linear Models
• Numerical methods for the nonlinear robust regression problem

Cited in

(10)

• scientific article; zbMATH DE number 1551912 (Why is no real title available?)
• Huberian function applied to neurodegenerative disorder gait rhythm
• Preface
• Huber approximation for the non-linear \(l_{1}\) problem
• A new algorithm for the Huber estimator in linear models
• Linear M-estimation with bounded variables
• Generation of test problems for L_p- and huber regression
• Finite Algorithms for Huber’sM-Estimator
• AModified Multiple Matching Method Basedon Equipoise Pseudomulti-Channel Filter and Huber Norm
• Iteratively reweighted least squares: A comparison of several single step algorithms for linear models

Describes a project that uses

Uses Software

• Algorithm 500

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