A New Scale Step for Huber’s M-Estimators in Multiple Regression

DOI10.1137/0909011MaRDI QIDQ3783486zbMATH OpenOpenAlexFDO

Authors Louis-Paul Rivest

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/10.1137/0909011

zbMATH Keywords

Huber's estimatorsregressionrobust estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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• De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
• scientific article; zbMATH DE number 7730941 (Why is no real title available?)

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