Numerical Methods for Robust Regression: Linear Models

DOI10.1137/0907006zbMATH Open0615.65148OpenAlexW1974062364MaRDI QIDQ4723258FDOQ4723258

Authors: David F. Shanno, David M. Rocke 

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0907006

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zbMATH Keywords

least squares regressionNewton's methoditeratively reweighted least squaresHuber-Dutter algorithmrobust regression problem

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (20)

• A new algorithm for the Huber estimator in linear models
• Algorithms for non-linear Huber estimation
• Robust regression with optimisation heuristics
• The scale problem in robust regressionM- estimates
• Selected algorithms for robust \(m\)- and \(L\)-regression estimators
• Finite algorithms for robust linear regression
• Recursive robust regression computational aspects and comparison
• A mathematical programming approach for improving the robustness of least sum of absolute deviations regression
• Computational aspects of adaptive combination of least squares and least absolute deviations estimators
• Title not available (Why is that?)
• On the efficient computation of robust regression estimators
• Global non-smooth optimization in robust multivariate regression
• Sector based linear regression, a new robust method for the multiple linear regression
• Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
• Generation of test problems for L_p- and huber regression
• Applications of robust regression to ``big data problems
• Large-Scale Scientific Computing
• Efficient sorting during repetitive statistical computations: Algorithms and an application
• Duality in robust linear regression using Huber's \(M\)-estimator
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Uses Software

• GQTPAR

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