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Original Articles

Generation of test problems for Lp- and huber regression

Pages 481-489 | Received 01 Jun 1989, Published online: 24 Oct 2007

References

  • Ekblom , H. 1988 . A new algorithm for Huber estimation in linear models . BIT , 28 : 123 – 132 .
  • Ekblom , H. and Madsen , K. 1989 . Algorithms for non-linear Huber estimation . BIT , 29 : 60 – 76 .
  • Hoffman , K.L and Shier , D.R . 1980 . A test problem generator for discrete linear L1 approximation problems . ACM Trans. Math. Software , 6 : 587 – 593 .
  • Huber , P. 1981 . “ Robust Statistics ” . New York : John Wiley .
  • Kennedy , W.J. , Gentle , J.E. and Sposito , V.A. 1977 . A computer oriented method for generating test problems for L1 regression . Commun. Stat. , B6 : 21 – 27 .
  • Kennedy , W.J. and Gentle , J.E . 1980 . “ Statistical Computing ” . New York and Basel : Marcel Dekker .
  • Shanno , D.F. and Rocke , D.M . 1986 . Numerical methods for robust regression: Linear models . SIAM J. Scient Stat. Comp , 7 : 86 – 97 .
  • Watson , G.A. 1980 . “ Approximation Theory and Numerical Methods ” . New York : John Wiley .

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