Resistant lower rank approximation of matrices by iterative majorization

DOI10.1016/0167-9473(94)90163-5zbMath0825.65128WikidataQ126339572 ScholiaQ126339572MaRDI QIDQ1896200

Willem J. Heiser, Peter Verboon

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)90163-5

zbMATH Keywords

robustness; resistance; majorization; iteratively reweighted least squares; Huber function; lower rank approximation; biweight function

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

65C99: Probabilistic methods, stochastic differential equations

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