Finite Algorithms for Huber’sM-Estimator

DOI10.1137/0907005MaRDI QIDQ3723670zbMATH OpenOpenAlexFDO

Authors David I. Clark, Michael R. Osborne

Publication date 1986

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

Full work available at URL https://doi.org/10.1137/0907005

zbMATH Keywords

finite algorithmsHuber's M-estimatornumerical results

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• The Mathematical Structure of Huber’s M-Estimator
• Finite computation of the \(\ell_1\) estimator from Huber's \(M\)-estimator in linear regression
• Finite algorithms for robust linear regression
• scientific article; zbMATH DE number 766483
• Algorithms for non-linear Huber estimation

Cited in

(18)

• A new algorithm for the Huber estimator in linear models
• Algorithms for non-linear Huber estimation
• Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
• Newton's method for linear inequality systems
• Duality results and proximal solutions of the Huber M-estimator problem
• Piecewise-linear pathways to the optimal solution set in linear programming
• Duality in robust linear regression using Huber's M-estimator
• Finite computation of the \(\ell_1\) estimator from Huber's \(M\)-estimator in linear regression
• Finite algorithms for robust linear regression
• Computational aspects of primal dual proximal algorithms for M-estimation with constraints
• The Mathematical Structure of Huber’s M-Estimator
• On the symmetry of m-estimators computed by the huber-dutter algorithm
• A New Scale Step for Huber’s M-Estimators in Multiple Regression
• RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
• scientific article; zbMATH DE number 1551912 (Why is no real title available?)
• scientific article; zbMATH DE number 766483 (Why is no real title available?)
• Quantile regression via iterative least squares computations
• scientific article; zbMATH DE number 1445412 (Why is no real title available?)

This page was built for publication: Finite Algorithms for Huber’sM-Estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3723670)