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

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dc.citation.epage684en_US
dc.citation.issueNumber4en_US
dc.citation.spage674en_US
dc.citation.volumeNumber38en_US
dc.contributor.authorChen, B.en_US
dc.contributor.authorPınar, M. Ç.en_US
dc.date.accessioned2016-02-08T10:43:43Z
dc.date.available2016-02-08T10:43:43Z
dc.date.issued1998en_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractThe Newton method of Madsen and Nielsen (1990) for computing Huber's robust M-estimate in linear regression is considered. The original method was proved to converge finitely for full rank problems under some additional restrictions on the choice of the search direction and the step length in some degenerate cases. It was later observed that these requirements can be relaxed in a practical implementation while preserving the effectiveness and even improving the efficiency of the method. In the present paper these enhancements to the original algorithm are studied and the finite termination property of the algorithm is proved without any assumptions on the M-estimation problems.en_US
dc.identifier.doi10.1007/BF02510408en_US
dc.identifier.issn0006-3835
dc.identifier.urihttp://hdl.handle.net/11693/25374
dc.language.isoEnglishen_US
dc.publisherSpringer Netherlandsen_US
dc.relation.isversionofhttps://doi.org/10.1007/BF02510408en_US
dc.source.titleBIT Numerical Mathematicsen_US
dc.subjectFinite convergenceen_US
dc.subjectHuber's M-estimateen_US
dc.subjectNewton's methoden_US
dc.subjectRobust regressionen_US
dc.titleOn Newton's method for Huber's robust M-estimation problems in linear regressionen_US
dc.typeArticleen_US

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