Numerical Methods for Robust Regression: Linear Models

DOI10.1137/0907006MaRDI QIDQ4723258zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• The scale problem in robust regressionM- estimates
• scientific article; zbMATH DE number 3885122
• scientific article; zbMATH DE number 3905646
• Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
• Robust regression:a weighted least squares approach

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
• Computational aspects of adaptive combination of least squares and least absolute deviations estimators
• A mathematical programming approach for improving the robustness of least sum of absolute deviations regression
• scientific article; zbMATH DE number 3885122 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3980269 (Why is no real title available?)

Describes a project that uses

Uses Software

• GQTPAR

This page was built for publication: Numerical Methods for Robust Regression: Linear Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4723258)