Algorithms for the computation of weights in bounded influence regression
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Publication:804193
DOI10.1016/0167-9473(88)90005-9zbMath0726.62135OpenAlexW2029270623MaRDI QIDQ804193
Publication date: 1988
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(88)90005-9
robust regressionfixed point algorithmNewton algorithmaffinely invariant covariance matrixbounded influence regressionconjugate gradient approachesrobust covariances
Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Diagnostics, and linear inference and regression (62J20) Probabilistic methods, stochastic differential equations (65C99)
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Bias-robust estimators of multivariate scatter based on projections, Algorithms for the computation of weights in bounded influence regression
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