Selected algorithms for robust m- and L-regression estimators

zbMATH Open1135.62350MaRDI QIDQ3497939FDOQ3497939

Authors: Jaromír Antoch, Hakan Ekblom 

Publication date: 28 May 2008

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zbMATH Keywords

Newton's methodleast squares estimatorsimplex methodIRLS

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (6)

• Robust algorithms for multiphase regression models
• A class of optimization problems motivated by rank estimators in robust regression
• Recursive robust regression computational aspects and comparison
• A comparison of some quick algorithms for robust regression
• On the efficient computation of robust regression estimators
• Title not available (Why is that?)

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