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The Mathematical Structure of Huber’s M -Estimator

✍ Scribed by Clark, D. I.


Book ID
118187035
Publisher
Society for Industrial and Applied Mathematics
Year
1985
Weight
968 KB
Volume
6
Category
Article
ISSN
0196-5204

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Duality in robust linear regression usin
✍ 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