Numerical solution of robust regression problems: computational aspects, a comparison

DOI10.1080/00949657708810152zbMATH Open0352.62062OpenAlexW2039417919MaRDI QIDQ4122658FDOQ4122658

Authors Rudolf Dutter

Publication date 1977

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657708810152

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Cites work

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• Algorithms for the Huber estimator in multiple regression
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Singular value decomposition and least squares solutions

Cited in

(14)

• Algorithms for the Huber estimator in multiple regression
• Recursive robust regression computational aspects and comparison
• Finite algorithms for robust linear regression
• Duality results and proximal solutions of the Huber \(M\)-estimator problem
• A new algorithm for the Huber estimator in linear models
• Numerical methods for the nonlinear robust regression problem
• A sequential Bayesian alternative to the classical parallel fuzzy clustering model
• The scale problem in robust regressionM- estimates
• On robust Kalman filtering
• Are robust estimators truly robust in practice
• RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
• Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference
• Incorporating spatial context into fuzzy-possibilistic clustering using Bayesian inference
• Iteratively reweighted least squares: A comparison of several single step algorithms for linear models

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