Robust regression using iteratively reweighted least-squares

Cites work

An Improved Algorithm for Discrete $l_1 $ Linear Approximation
Robust Estimates of Location: Survey and Advances
Robust Estimation of a Location Parameter
Robust estimation of a location parameter in the presence of asymmetry
Robust regression: Asymptotics, conjectures and Monte Carlo

Cited in

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Nonlinear modeling of neural interaction for spike prediction using the staged point-process model
Robust regression for estimating the Burr XII parameters with outliers
Enhancing sparsity by reweighted $\ell _{1}$ minimization
De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
On a robust gradient boosting scheme based on aggregation functions insensitive to outliers
A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion
Reweighting approximate GM estimators: Asymptotics and residual-based graphics
Selection methods for extended least squares support vector machines
Robust estimation of a linear functional relationship
Gauss–Newton Methods for Robust Parameter Estimation
Kernel-based maximum correntropy criterion with gradient descent method
Robust fitting of ellipsoids by separating interior and exterior points during optimization
Robust estimation in the errors variables model via weighted likelihood estimating equations
Synchronization problems in computer vision with closed-form solutions
A sequential Bayesian alternative to the classical parallel fuzzy clustering model
Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient
An adaptive exponentially weighted moving average control chart for monitoring process variances
Robust tests for equality of two population means under the normal model
Duality in robust linear regression using Huber's M-estimator
Robust Estimation for Parameters of the Extended Burr Type III Distribution
Surface fitting and registration of point clouds using approximations of the unsigned distance function
Optimal B-robust estimators for the parameters of the power Lindley distribution
A robust alternative to the normal distribution
Spectral synchronization of multiple views in $\mathrm{SE}(3)$
A new computational method for the sparsest solutions to systems of linear equations
Regression with outlier shrinkage
Kernel-based sparse regression with the correntropy-induced loss
Robustness of MML estimators based on censored samples and robust test statistics
Comparison of Statistical Methods for Pretest–Posttest Designs in Terms of Type I Error Probability and Statistical Power
Robust variable selection and estimation in threshold regression model
Transported snapshot model order reduction approach for parametric, steady-state fluid flows containing parameter-dependent shocks
Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
Extraction of bulk wave characteristics from a pulsed ultrasonic polar scan
A general approach of least squares estimation and optimal filtering
Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation
Joint motion estimation and layer segmentation in transparent image sequences-application to noise reduction in X-ray image sequences
Outliers in official statistics
Huber-type principal expectile component analysis
Fitting monotone polynomials in mixed effects models
Robust matching of 3D contours using iterative closest point algorithm improved by M-estimation.
A general framework for frequentist model averaging
Generalised nonlocal image smoothing
Modeling service-time distributions for queueing network simulation
Noise-insensitive discriminative subspace fuzzy clustering
General m-esttmators and applications to bounded influence estimation for non-linear regression
Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers
Robust hypothesis testing in functional linear models
On-line CAD reconstruction with accumulated means of local geometric properties
Model-robust parameter dispersions for iteratively re-weighted least squares
Robust Hessian locally linear embedding techniques for high-dimensional data
The scale problem in robust regressionM- estimates
Regularized LTI system identification in the presence of outliers: a variational EM approach
Redescending $M$-estimators
Fast robust regression algorithms for problems with Toeplitz structure
Component-wise robust linear fuzzy clustering for collaborative filtering
Are robust estimators truly robust in practice
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
Modelling the industrial production of electric and gas utilities through the $CIR^3$ model
Computing Robust Statistics via an EM Algorithm
On w-estimators of a linear functional relationship
Optimal B-robust estimation for the parameters of the Marshall-Olkin extended Burr XII distribution with an application to pharmacokinetics
On the power of robust tests in analysis of covariance
SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations
Adaptive integral-sliding-mode control strategy for maneuvering control of F16 aircraft subject to aerodynamic uncertainty
Robust locally linear embedding
Bilevel Methods for Image Reconstruction
Steady flow around an inclined torus at low Reynolds numbers: lift and drag coefficients
Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares
Computational aspects of adaptive combination of least squares and least absolute deviations estimators
Comparison of the robust methods in the general linear regression model
Surface inpainting with sparsity constraints
GaussFit?A system for least squares and robust estimation
CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality
Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference
The inverse problem for conducting defective lattices
Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
Analysis of regression algorithms with unbounded sampling
Robust mean and covariance structure analysis through iteratively reweighted least squares
Resistant fits for regression with correlated outcomes an estimating equations approach
High leverage points and vertical outliers resistant model selection in regression
Conjugate gradient acceleration of iteratively re-weighted least squares methods
Near-optimal bounds for phase synchronization
Change-of-variance sensitivities in regression analysis
Data-driven extrapolation via feature augmentation based on variably scaled thin plate splines
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
A stochastic controller for a scalar linear system with additive Cauchy noise
Alternating minimization algorithm with automatic relevance determination for transmission tomography under Poisson noise
A robust adaptive iterative ensemble smoother scheme for practical history matching applications
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
Safe feature screening rules for the regularized Huber regression
Asymptotic behavior of iterative m-estimators for the linear model
The iteratively reweighted estimating equation in minimum distance problems
Restricted M-estimation
Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
Sparse Online Variational Bayesian Regression
M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models

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