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Robust linear regression using smooth adaptive estimators

โœ Scribed by Lo, Shu-chuan; Han, Chien-Pai


Book ID
127341891
Publisher
Taylor and Francis Group
Year
1997
Tongue
English
Weight
652 KB
Volume
26
Category
Article
ISSN
0361-0918

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Duality in robust linear regression usin
โœ M.ร‡. Pinar ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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