Finite computation of the ℓ 1estimator from Huber's M-estimator in linear regression
| dc.citation.epage | 384 | en_US |
| dc.citation.issueNumber | 3-4 | en_US |
| dc.citation.spage | 365 | en_US |
| dc.citation.volumeNumber | 72 | en_US |
| dc.contributor.author | Pınar, M. Ç. | en_US |
| dc.date.accessioned | 2018-04-12T13:43:58Z | |
| dc.date.available | 2018-04-12T13:43:58Z | |
| dc.date.issued | 2004 | en_US |
| dc.department | Department of Industrial Engineering | en_US |
| dc.description.abstract | We review and extend previous work on the approximation of the linear ℓ 1 estimator by the Huber M-estimator based on the algorithms proposed by Clark and Osborne, and Madsen and Nielsen. Although the Madsen-Nielsen algorithm is a promising one, it is guaranteed to terminate finitely under certain assumptions. We describe a variant of the Madsen-Nielsen algorithm to compute the ℓ 1 estimator from the Huber M-estimator in a finite number of steps without any restrictive steps nor assumptions. Summary computational results are given. | en_US |
| dc.description.provenance | Made available in DSpace on 2018-04-12T13:43:58Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 179475 bytes, checksum: ea0bedeb05ac9ccfb983c327e155f0c2 (MD5) Previous issue date: 2004 | en |
| dc.identifier.issn | 0010-485X | |
| dc.identifier.uri | http://hdl.handle.net/11693/38075 | |
| dc.language.iso | English | en_US |
| dc.source.title | Computing | en_US |
| dc.subject | Multiple linear regression | en_US |
| dc.subject | The ‘1 estimator | en_US |
| dc.subject | Huber’s M-estimator | en_US |
| dc.subject | Finite algorithms | en_US |
| dc.title | Finite computation of the ℓ 1estimator from Huber's M-estimator in linear regression | en_US |
| dc.type | Article | en_US |
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