Year: 1995
Author: Jiao-Song Wang, Sheng-Rong Tang
Journal of Computational Mathematics, Vol. 13 (1995), Iss. 2 : pp. 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.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1995-JCM-9256
Journal of Computational Mathematics, Vol. 13 (1995), Iss. 2 : pp. 130–143
Published online: 1995-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 14