arrow
Volume 13, Issue 2
Huber's M-Estimator on Underdetermined Problems

Jiao-Song Wang & Sheng-Rong Tang

J. Comp. Math., 13 (1995), pp. 130-143.

Published online: 1995-04

Export citation
  • Abstract

After surveying the theoretical aspects of Huber's $M$-estimator on underdetermined problems, two finite algorithms are presented. Both proceed in a constructive manner by moving from one partition to an adjacent one. One of the algorithm, which uses the tuning constant as a continuation parameter, also has the facility to simultaneously estimate the tuning constant and scaling factor. Stable and efficient implementation of the algorithms is presented together with numerical results. The $L_1$-norm problem is mentioned as a special case.

  • Keywords

  • AMS Subject Headings

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{JCM-13-130, author = {Wang , Jiao-Song and Tang , Sheng-Rong}, title = {Huber's M-Estimator on Underdetermined Problems}, journal = {Journal of Computational Mathematics}, year = {1995}, volume = {13}, number = {2}, pages = {130--143}, abstract = {

After surveying the theoretical aspects of Huber's $M$-estimator on underdetermined problems, two finite algorithms are presented. Both proceed in a constructive manner by moving from one partition to an adjacent one. One of the algorithm, which uses the tuning constant as a continuation parameter, also has the facility to simultaneously estimate the tuning constant and scaling factor. Stable and efficient implementation of the algorithms is presented together with numerical results. The $L_1$-norm problem is mentioned as a special case.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9256.html} }
TY - JOUR T1 - Huber's M-Estimator on Underdetermined Problems AU - Wang , Jiao-Song AU - Tang , Sheng-Rong JO - Journal of Computational Mathematics VL - 2 SP - 130 EP - 143 PY - 1995 DA - 1995/04 SN - 13 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9256.html KW - AB -

After surveying the theoretical aspects of Huber's $M$-estimator on underdetermined problems, two finite algorithms are presented. Both proceed in a constructive manner by moving from one partition to an adjacent one. One of the algorithm, which uses the tuning constant as a continuation parameter, also has the facility to simultaneously estimate the tuning constant and scaling factor. Stable and efficient implementation of the algorithms is presented together with numerical results. The $L_1$-norm problem is mentioned as a special case.

Jiao-Song Wang & Sheng-Rong Tang. (1970). Huber's M-Estimator on Underdetermined Problems. Journal of Computational Mathematics. 13 (2). 130-143. doi:
Copy to clipboard
The citation has been copied to your clipboard