Algorithms for non-linear Huber estimation

DOI10.1007/BF01932706zbMath0677.65148MaRDI QIDQ1123583

Kaj Madsen, Hakan Ekblom

Publication date: 1989

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

algorithmstrust region methodregressionleast squares estimationdata contaminationnon-linear Huber estimationnon-linear robust parameter estimation

Mathematics Subject Classification ID

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

Related Items (5)

Preface ⋮ Linear M-estimation with bounded variables ⋮ 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 ⋮ Generation of test problems for L_p- and huber regression

Uses Software

• Algorithm 500

Cites Work

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• A new algorithm for the Huber estimator in linear models
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Numerical methods for the nonlinear robust regression problem
• Ein Verfahren zur Minimierung einer Quadratsumme nichtlinearer Funktionen
• Numerical Methods for Robust Regression: Linear Models
• A method for the solution of certain non-linear problems in least squares

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