论文信息 - Numerical solution of robust regression problems: computational aspects, a comparison

Numerical solution of robust regression problems: computational aspects, a comparison

Different algorithms to solve numerically the robust regression problem estimation of location and scale parameter are complied and discussed. The implemented versions are described and empirically compared on about 80 numerical examples.

R. Dutter

[1] William G. Cochran,et al. Experimental Designs, 2nd Edition , 1950 .

[2] Maurice G. Kendall. The advanced theory of statistics , 1958 .

[3] J. Gillis,et al. Matrix Iterative Analysis , 1961 .

[4] M. Kendall,et al. The advanced theory of statistics , 1945 .

[5] P. J. Huber. Robust Estimation of a Location Parameter , 1964 .

[6] James W. Longley. An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User , 1967 .

[7] David Mautner Himmelblau,et al. Applied Nonlinear Programming , 1972 .

[8] P. J. Huber. Robust Regression: Asymptotics, Conjectures and Monte Carlo , 1973 .