Recursive robust regression computational aspects and comparison

• The main objective of this paper is to show how algorithms for classical robust regression can be modified for recursive evaluation. It is shown that such a modification can be utilized to increase the algorithmic efficiency for convex object functions. However, for the non-convex ones it is demonstrated that recursion gives little help to find the optimal solution.

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

Mathematical Statistics

Matematisk statistik

Publikations- och innehållstyp

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