L p -methods for robust regression

DOI10.1007/BF01933114MaRDI QIDQ4765879zbMATH OpenFDO

Authors Hakan Ekblom

Publication date 1974

Published in BIT (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10)

Cites work

• $L_p $-Criteria for the Estimation of Location Parameters
• Calculation of linear bestL p -approximations
• Data analysis, computation and mathematics
• Discrete approximation in the L1 norm
• Linear L ₁ Approximation for a Discrete Point Set and L ₁ Solutions of Overdetermined Linear Equations
• Norms for Smoothing and Estimation
• On $L_1 $ Approximation II: Computation for Discrete Functions and Discretization Effects
• Robust Estimates of Location: Survey and Advances
• Robust Estimation of Straight Line Regression Coefficients by Minimizing pth Power Deviations
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The 1972 Wald Lecture Robust Statistics: A Review
• The Future of Data Analysis

Cited in

(4)

• Algorithms for the Huber estimator in multiple regression
• A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
• On robust estimation in certainty equivalence control
• Numerical methods for the nonlinear robust regression problem

Describes a project that uses

Uses Software

• Algorithm 478

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