@Article{JCM-13-130, author = {Wang , Jiao-Song and Tang , Sheng-Rong}, title = {Huber's M-Estimator on Underdetermined Problems}, journal = {Journal of Computational Mathematics}, year = {1995}, volume = {13}, number = {2}, pages = {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.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9256.html} }