Robust regression using iteratively reweighted least-squares

DOI10.1080/03610927708827533zbMATH Open0376.62035OpenAlexW2050551672MaRDI QIDQ4153473FDOQ4153473

Authors Paul W. Holland, Roy E. Welsch

Publication date 1977

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927708827533

Mathematics Subject Classification ID

Nonparametric robustness (62G35)

Cites work

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• Robust Estimates of Location: Survey and Advances
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• Robust estimation of a location parameter in the presence of asymmetry
• Robust regression: Asymptotics, conjectures and Monte Carlo

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• Regression with outlier shrinkage
• Regularized LTI system identification in the presence of outliers: a variational EM approach
• Adaptive CUSUM procedures with Markovian mean estimation
• Outliers in official statistics
• Huber-type principal expectile component analysis
• A new computational method for the sparsest solutions to systems of linear equations
• Duality results and proximal solutions of the Huber \(M\)-estimator problem
• Learning under \((1 + \epsilon)\)-moment conditions
• Robust regression for estimating the Burr XII parameters with outliers
• A general approach of least squares estimation and optimal filtering
• Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers
• General m-esttmators and applications to bounded influence estimation for non-linear regression
• Robust estimation in the errors variables model via weighted likelihood estimating equations
• High leverage points and vertical outliers resistant model selection in regression
• Robustness of MML estimators based on censored samples and robust test statistics
• Extraction of bulk wave characteristics from a pulsed ultrasonic polar scan
• Generalised nonlocal image smoothing
• The regression dilemma
• Duality in robust linear regression using Huber's \(M\)-estimator
• Robust variable selection and estimation in threshold regression model
• The iteratively reweighted estimating equation in minimum distance problems
• Asymptotic behavior of iterative m-estimators for the linear model
• Sparse regression for extreme values
• Change-of-variance sensitivities in regression analysis
• Redescending \(M\)-estimators
• Surface fitting and registration of point clouds using approximations of the unsigned distance function
• A sequential Bayesian alternative to the classical parallel fuzzy clustering model
• Reweighting approximate GM estimators: Asymptotics and residual-based graphics
• Robust fitting of mixture regression models
• On the finite sample breakdown points of redescending \(M\)-estimates of location
• Outlier detection and least trimmed squares approximation using semi-definite programming
• An adaptive exponentially weighted moving average control chart for monitoring process variances
• Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
• Computational aspects of adaptive combination of least squares and least absolute deviations estimators
• GaussFit?A system for least squares and robust estimation
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• Resistant fits for regression with correlated outcomes an estimating equations approach
• Steady flow around an inclined torus at low Reynolds numbers: lift and drag coefficients
• Conjugate gradient acceleration of iteratively re-weighted least squares methods
• Robust estimation of a linear functional relationship
• Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
• Robust Hessian locally linear embedding techniques for high-dimensional data
• Robust Regression for Clustered Data with Application to Binary Responses
• Comparison of the robust methods in the general linear regression model
• Joint motion estimation and layer segmentation in transparent image sequences-application to noise reduction in X-ray image sequences
• Robust Estimation for Parameters of the Extended Burr Type III Distribution
• Robust locally linear embedding
• Robust fitting of ellipsoids by separating interior and exterior points during optimization
• Fast robust regression algorithms for problems with Toeplitz structure
• Component-wise robust linear fuzzy clustering for collaborative filtering
• Robust registration of point sets using iteratively reweighted least squares
• Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise
• A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
• Surface inpainting with sparsity constraints
• A stochastic controller for a scalar linear system with additive Cauchy noise
• An adaptive weighted component test for high-dimensional means
• Spectral synchronization of multiple views in \(\mathrm{SE}(3)\)
• Restricted \(M\)-estimation
• The inverse problem for conducting defective lattices
• Gauss–Newton Methods for Robust Parameter Estimation
• Selection methods for extended least squares support vector machines
• Sparse Online Variational Bayesian Regression
• Near-optimal bounds for phase synchronization
• On the power of robust tests in analysis of covariance
• Transported snapshot model order reduction approach for parametric, steady-state fluid flows containing parameter-dependent shocks
• On-line CAD reconstruction with accumulated means of local geometric properties
• Fitting monotone polynomials in mixed effects models
• Robust mean and covariance structure analysis through iteratively reweighted least squares
• Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares
• Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
• Data-driven extrapolation via feature augmentation based on variably scaled thin plate splines
• Model-robust parameter dispersions for iteratively re-weighted least squares
• On a robust gradient boosting scheme based on aggregation functions insensitive to outliers
• Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods
• Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
• Synchronization problems in computer vision with closed-form solutions
• The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes
• Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model
• Optimality of robust online learning
• Robust hypothesis testing in functional linear models
• Multivariate count time series segmentation with ``sums and shares and Poisson lognormal mixture models: a comparative study using pedestrian flows within a multimodal transport hub
• A minimum variance adaptive technique for parameter estimation and hypothesis testing
• A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion
• Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model
• Bilevel Methods for Image Reconstruction
• The scale problem in robust regressionM- estimates
• Robust tests for equality of two population means under the normal model
• Computing Robust Statistics via an EM Algorithm
• Safe feature screening rules for the regularized Huber regression
• Testing in robust anova
• A robust estimation method for the linear regression model parameters with correlated error terms and outliers
• Optimal B-robust estimators for the parameters of the power Lindley distribution
• Nonlinear modeling of neural interaction for spike prediction using the staged point-process model
• CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
• M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models

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