A Variant of Huber Robust Regression

In this paper, we develop a variant of Huber robust regression. Our approach is inspired by Huber's $M$ estimates; however, we deal with the scale estimate differently. The class of estimators we develop includes least squares and least absolute residuals as limiting cases and can be considered...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	SIAM journal on scientific and statistical computing 1984-09, Vol.5 (3), p.720-734
Hauptverfasser:	Boncelet, Jr, Charles G., Dickinson, Bradley W.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Estimates Regression analysis
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!