Duality in robust linear regression using Huber's \(M\)-estimator
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Publication:1372307
DOI10.1016/S0893-9659(97)00061-XzbMath0884.62073MaRDI QIDQ1372307
Publication date: 12 November 1997
Published in: Applied Mathematics Letters (Search for Journal in Brave)
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
90C20: Quadratic programming
Uses Software
Cites Work
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- Finite Algorithms for Huber’sM-Estimator
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- Numerical Methods for Robust Regression: Linear Models
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- Robust Statistics