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Algorithms for non linear huber estimation
Department of Numerical Analysis, Technical University of Denmark.
1989 (English)In: BIT Numerical Mathematics, ISSN 0006-3835, E-ISSN 1572-9125, Vol. 29, no 1, p. 60-76Article in journal (Refereed) Published
Abstract [en]

The Huber criterion for data fitting is a combination of thel 1 and thel 2 criteria which is robust in the sense that the influence of wild data points can be reduced. We present a trust region and a Marquardt algorithm for Huber estimation in the case where the functions used in the fit are non-linear. It is demonstrated that the algorithms converge under the usual conditions.

Place, publisher, year, edition, pages
1989. Vol. 29, no 1, p. 60-76
National Category
Probability Theory and Statistics
Research subject
Matemathical Statistics
Identifiers
URN: urn:nbn:se:ltu:diva-4110DOI: 10.1007/BF01932706Local ID: 1fc90940-b50e-11db-bf94-000ea68e967bOAI: oai:DiVA.org:ltu-4110DiVA: diva2:976974
Note
Godkänd; 1989; 20070205 (evan)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2017-11-24Bibliographically approved

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