Numerical solution of robust regression problems: computational aspects, a comparison
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Publication:4122658
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
Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)
Cites Work
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- Robust regression: Asymptotics, conjectures and Monte Carlo
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- Algorithms for the Huber estimator in multiple regression
Cited In (14)
- A new algorithm for the Huber estimator in linear models
- The scale problem in robust regressionM- estimates
- On robust Kalman filtering
- Are robust estimators truly robust in practice
- Finite algorithms for robust linear regression
- RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
- Recursive robust regression computational aspects and comparison
- Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference
- Algorithms for the Huber estimator in multiple regression
- Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
- Incorporating spatial context into fuzzy-possibilistic clustering using Bayesian inference
- Duality results and proximal solutions of the Huber \(M\)-estimator problem
- Numerical methods for the nonlinear robust regression problem
- A sequential Bayesian alternative to the classical parallel fuzzy clustering model
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