Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
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Publication:3493172
DOI10.1137/0909062zbMath0709.65130MaRDI QIDQ3493172
No author found.
Publication date: 1988
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0909062
convergence; nonlinear least-squares problem; test problems; quadratic approximation; robust linear regression; Huber's M-estimator; strong global convergence; Huber-Dutter algorithm
62J02: General nonlinear regression
65H10: Numerical computation of solutions to systems of equations
65C99: Probabilistic methods, stochastic differential equations
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