Pınar, M. Ç.2016-02-082016-02-0820020006-3835http://hdl.handle.net/11693/24573The purpose of this note is to present a robust counterpart of the Huber estimation problem in the sense of Ben-Tal and Nemirovski when the data elements are subject to ellipsoidal uncertainty. The robust counterparts are polynomially solvable second-order cone programs with the strong duality property. We illustrate the effectiveness of the robust counterpart approach on a numerical example.EnglishData fittingHuber's M-estimatorLeast squares problemsRobustnessSecond-order cone programmingArticle10.1023/A:1021960722440