1. |
|
|
2. |
|
|
3. |
|
|
4. |
|
|
5. |
- Brännäs, Kurt
(författare)
-
Prediction in a duration model
- 1986
-
Ingår i: Journal of Forecasting. - : Wiley. - 0277-6693 .- 1099-131X. ; 5:2, s. 97-103
-
Tidskriftsartikel (refereegranskat)
|
|
6. |
|
|
7. |
|
|
8. |
- Ekblom, Håkan
(författare)
-
A new algorithm for the huber estimator in linear models
- 1988
-
Ingår i: BIT Numerical Mathematics. - 0006-3835 .- 1572-9125. ; 28:1, s. 123-132
-
Tidskriftsartikel (refereegranskat)abstract
- This paper considers algorithms for solving the linear robust regression problem by minimizing the Huber function. In the computational methods for this problem used so far, the scale estimate is adjusted separately. The new algorithm, based on Newton's method, treats both the scale and the location parameters as independent variables. The special form of the Hessian allows for an efficient updating scheme.
|
|
9. |
- Ekblom, Håkan, et al.
(författare)
-
Algorithms for non linear huber estimation
- 1989
-
Ingår i: BIT Numerical Mathematics. - 0006-3835 .- 1572-9125. ; 29:1, s. 60-76
-
Tidskriftsartikel (refereegranskat)abstract
- 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.
|
|
10. |
|
|