### 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 |
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Journal | BIT |

Volume | 30 |

Issue number | 4 |

Pages (from-to) | 682-699 |

Publication status | Published - 1990 |

## Cite this

Madsen, K., & Nielsen, H. B. (1990). Finite Algorithms for Robust Linear Regression.

*BIT*,*30*(4), 682-699. http://www2.imm.dtu.dk/pubdb/p.php?701