Recursive robust regression computational aspects and comparison
DOI10.1016/0167-9473(93)E0050-EzbMATH Open0875.62144OpenAlexW2083008519MaRDI QIDQ674199FDOQ674199
Authors: Jaromír Antoch, Hakan Ekblom
Publication date: 28 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(93)e0050-e
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Cites Work
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- Robust Statistics
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- Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
- Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
- Introduction to robust and quasi-robust statistical methods
- An improved mathematical model of melt/water detonations. II: A study of escalation
- A new algorithm for the Huber estimator in linear models
- Selected algorithms for robust \(m\)- and \(L\)-regression estimators
- Numerical solution of robust regression problems: computational aspects, a comparison
- Numerical Methods for Robust Regression: Linear Models
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- On the efficient computation of robust regression estimators
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- Computation of Huber's \(M\)-estimates for a block-angular regression problem
- Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
- Applied regression analysis bibliography update 1994-97
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