Duality in robust linear regression using Huber's M-estimator

DOI10.1016/S0893-9659(97)00061-XzbMATH Open0884.62073OpenAlexW2043202332MaRDI QIDQ1372307FDOQ1372307

Authors: J. Ning 

Publication date: 12 November 1997

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(97)00061-x

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• Duality results and proximal solutions of the Huber \(M\)-estimator problem
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zbMATH Keywords

robust regressionLagrangean dualityHuber's M-estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Quadratic programming (90C20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust Statistics
• Robust regression using iteratively reweighted least-squares
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Title not available (Why is that?)
• Inertia-Controlling Methods for General Quadratic Programming
• An extension of Karmarkar's projective algorithm for convex quadratic programming
• Symmetric indefinite systems for interior point methods
• Finite algorithms for robust linear regression
• A new algorithm for the Huber estimator in linear models
• Numerical Methods for Robust Regression: Linear Models
• New characterizations of \(\ell_ 1\) solutions to overdetermined systems of linear equations
• Title not available (Why is that?)
• The Mathematical Structure of Huber’s M-Estimator
• Finite Algorithms for Huber’sM-Estimator

Cited In (6)

• Linear Huber M-estimator under ellipsoidal data uncertainty
• Computational aspects of primal dual proximal algorithms for M-estimation with constraints
• Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines
• THE DUALS OF SOME REGRESSION METHODS
• Robustness of dual divergence estimators for models satisfying linear constraints
• Duality results and proximal solutions of the Huber \(M\)-estimator problem

Uses Software

• Octave
• LSSOL

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