Recursive robust regression computational aspects and comparison

DOI10.1016/0167-9473(93)E0050-EMaRDI QIDQ674199zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

M-estimatorsNewton's methodIRLSLeast squares estimatorRecursive estimators

Mathematics Subject Classification ID

Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 420867 (Why is no real title available?)
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• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• A new algorithm for the Huber estimator in linear models
• An improved mathematical model of melt/water detonations. II: A study of escalation
• Introduction to robust and quasi-robust statistical methods
• Iteratively Reweighted Least Squares: Algorithms, Convergence Analysis, and Numerical Comparisons
• Iteratively reweighted least squares: A comparison of several single step algorithms for linear models
• Numerical Methods for Robust Regression: Linear Models
• Numerical solution of robust regression problems: computational aspects, a comparison
• Robust Statistics
• Selected algorithms for robust \(m\)- and \(L\)-regression estimators

Cited in

(10)

• Outliers in official statistics
• On the efficient computation of robust regression estimators
• Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
• scientific article; zbMATH DE number 4007467 (Why is no real title available?)
• Computation of Huber's \(M\)-estimates for a block-angular regression problem
• Selected algorithms for robust \(m\)- and \(L\)-regression estimators
• Interval regression by tolerance analysis approach
• A hard case!
• Applied regression analysis bibliography update 1994-97
• scientific article; zbMATH DE number 3980269 (Why is no real title available?)

Describes a project that uses

Uses Software

• NAG
• ROBETH
• nag

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