The Mathematical Structure of Huber’s M-Estimator

DOI10.1137/0906017MaRDI QIDQ3345744zbMATH OpenOpenAlexFDO

Authors David I. Clark

Publication date 1985

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0906017

zbMATH Keywords

\(L_ 1\) estimatorM-estimatorrobustnessuniqueness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cited in

(13)

• On the Huber-Strassen theorem
• Algorithms for non-linear Huber estimation
• Duality results and proximal solutions of the Huber M-estimator problem
• New characterizations of \(\ell_ 1\) solutions to overdetermined systems of linear equations
• Duality in robust linear regression using Huber's M-estimator
• Approximation in normed linear spaces
• Efficiency of minimizing compositions of convex functions and smooth maps
• Finite algorithms for robust linear regression
• On the symmetry of m-estimators computed by the huber-dutter algorithm
• Finite Algorithms for Huber’sM-Estimator
• The Linear l₁ Estimator and the Huber M-Estimator
• scientific article; zbMATH DE number 766483 (Why is no real title available?)
• Computation of Huber's \(M\)-estimates for a block-angular regression problem

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