Numerical solution of robust regression problems: computational aspects, a comparison

Published on Jan 1, 1977in Journal of Statistical Computation and Simulation1.424
· DOI :10.1080/00949657708810152
Rudolf Dutter1
Estimated H-index: 1
(ETH Zurich)
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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.
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