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Algorithms for the Huber estimator in multiple regression

✍ Scribed by R. Dutter


Publisher
Springer Vienna
Year
1977
Tongue
English
Weight
486 KB
Volume
18
Category
Article
ISSN
0010-485X

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Duality in robust linear regression usin
✍ M.Γ‡. Pinar πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 353 KB

The robust linear regression problem using Huber's piecewise-quadratic M-estimator function is considered. Without exception, computational algorithms for this problem have been primal in nature. In this note, a dual formulation of this problem is derived using Lagrangean duality. It is shown that t