FINITE ALGORITHMS FOR ROBUST LINEAR-REGRESSION

被引：35

作者：

MADSEN, K ^{[1
]}

NIELSEN, HB ^{[1
]}

机构：

[1] TECH UNIV DENMARK,INST NUMER ANAL,DK-2800 LYNGBY,DENMARK

来源：

BIT | 1990年 / 30卷 / 04期

关键词：

ROBUST REGRESSION; HUBER ESTIMATOR; NEWTON METHOD; RANK DEFICIENT PROBLEMS;

D O I：

10.1007/BF01933216

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

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 the l1 problem.

引用

页码：682 / 699

页数：18

共 12 条

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