Selected algorithms for robust m- and L-regression estimators

MaRDI QIDQ3497939zbMATH OpenFDO

Authors Jaromír Antoch, Hakan Ekblom

Publication date 28 May 2008

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)

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