论文信息 - Finite alogorithms for robust linear regression

Finite alogorithms for robust linear regression

In this paper Hubert's M-estimator for robust linear regression is analyzed. Newton type methods for solution of the problem are defined and analyzed, and finite convergence is proved. Numerical experiments with a large number of test problems demonstrate efficiency and indicate that this kind of approach may be useful also in solving thel1 problem.

H. B. Nielsen | K. Madsen

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