Bissantz, Nicolai; Dümbgen, Lutz; Munk, Axel; … - Institut für Wirtschafts- und Sozialstatistik, … - 2008
The computation of robust regression estimates often relies on minimization of a convex functional on a convex set. In this paper we discuss a general technique for a large class of convex functionals to compute the minimizers iteratively which is closely related to majorization-minimization...