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On Newton's method for Huber's robust M-estimation problems in linear regression

✍ Scribed by B. Chen; M. Ç. Pinar

Book ID
110543775
Publisher
Springer Netherlands
Year
1998
Tongue
English
Weight
514 KB
Volume
38
Category
Article
ISSN
0006-3835

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✍ M.Ç. Pinar 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 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