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Fast robust regression algorithms for problems with Toeplitz structure

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  • Mastronardi, Nicola
  • O'Leary, Dianne P.

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  • Mastronardi, Nicola & O'Leary, Dianne P., 2007. "Fast robust regression algorithms for problems with Toeplitz structure," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1119-1131, October.
    • Handle: RePEc:eee:csdana:v:52:y:2007:i:2:p:1119-1131
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    References listed on IDEAS

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    1. David E. Coleman & Paul W. Holland & Neil Kaden & Virginia Klema, 1977. "A System of Subroutines For Iteratively Reweighted Least Squares Computations," NBER Working Papers 0189, National Bureau of Economic Research, Inc.
    2. Ray C. Fair, 1974. "On the Robust Estimation of Econometric Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 667-677, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Quintana Carapia, Gustavo & Markovsky, Ivan & Pintelon, Rik & Csurcsia, Péter Zoltán & Verbeke, Dieter, 2020. "Bias and covariance of the least squares estimate in a structured errors-in-variables problem," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    2. Torti, Francesca & Perrotta, Domenico & Atkinson, Anthony C. & Riani, Marco, 2012. "Benchmark testing of algorithms for very robust regression: FS, LMS and LTS," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2501-2512.

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