Abstract
The Huber 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 l/sub 1 / problem
| Original language | English |
|---|---|
| Journal | BIT |
| Volume | 30 |
| Issue number | 4 |
| Pages (from-to) | 682-699 |
| Publication status | Published - 1990 |