Finite computation of the _1 estimator from Huber's M-estimator in linear regression

DOI10.1007/S00607-003-0035-1MaRDI QIDQ1885288zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 28 October 2004

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00607-003-0035-1

zbMATH Keywords

multiple linear regressionfinite algorithmsHuber's \(M\)-estimator\(\ell_1\) estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cited in

(6)

• Finite algorithms for robust linear regression
• On the symmetry of m-estimators computed by the huber-dutter algorithm
• The Mathematical Structure of Huber’s M-Estimator
• Computation of Huber's \(M\)-estimates for a block-angular regression problem
• Finite Algorithms for Huber’sM-Estimator
• The Linear l₁ Estimator and the Huber M-Estimator

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