Techniques for nonlinear least squares and robust regression
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Publication:4178346
DOI10.1080/03610917808812083zbMATH Open0395.62046OpenAlexW2010535094MaRDI QIDQ4178346FDOQ4178346
Authors: J. E. jun. Dennis, Roy E. Welsch 
Publication date: 1978
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610917808812083
AlgorithmsOptimizationAdaptiveStatistical ComputingNonlinear Least SquaresQuasinewtonRobust RegressionSecant Approximation
Cites Work
- Robust Estimation of a Location Parameter
- Title not available (Why is that?)
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- An Adaptive Nonlinear Least-Squares Algorithm
- Solving the nonlinear least square problem: Application of a general method
- Optimally conditioned optimization algorithms without line searches
- Fitting nonlinear models: numerical techniques
Cited In (15)
- Variable Schrittweitensteuerungen für die Homotopiemethode bei adäquaten nichtlinearen Ausgleichsproblemen
- Robust weighted Gaussian processes
- Hybrid methods for large sparse nonlinear least squares
- Maximum correntropy adaptation approach for robust compressive sensing reconstruction
- Robustness and Tractability for Non-convex M-estimators
- Inexact half-quadratic optimization for linear inverse problems
- Penalised robust estimators for sparse and high-dimensional linear models
- Doubly iteratively reweighted algorithm for constrained compressed sensing models
- Analysis of regression algorithms with unbounded sampling
- Convergence theory for the structured BFGS secant method with an application to nonlinear least squares
- Preliminary estimators for robust non-linear regression estimation
- Learning under \((1 + \epsilon)\)-moment conditions
- Gauss–Newton Methods for Robust Parameter Estimation
- A Framework of Learning Through Empirical Gain Maximization
- Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates
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