Numerical solution of robust regression problems: computational aspects, a comparison
- 1 January 1977
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 5 (3), 207-238
- https://doi.org/10.1080/00949657708810152
Abstract
Different algorithms to solve numerically the robust regression problem estimation of location and scale parameter are complied and discussed. The implemented versions are described and empirically compared on about 80 numerical examples.Keywords
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