Generation of test problems for Lp- and huber regression
作者:
Håkan Ekblom,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1990)
卷期:
Volume 19,
issue 2
页码: 481-489
ISSN:0361-0918
年代: 1990
DOI:10.1080/03610919008812869
出版商: Marcel Dekker, Inc.
关键词: robust regression;overdetermined system of equations;linear models;outliers;program testing;problem construction
数据来源: Taylor
摘要:
Numerical methods for obtaining (X|y), related to the linear model y = Xß + e, are presented. The user is allowed to specify the Lpor Huber solution vector B*and is also free to choose the conditioning and the structure of X.
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