Many methods of computational statistics lead to matrix-algebra or numerical- mathematics problems. For example, the least squares method in linear regression reduces to solving a system of linear equations. The principal components method is based on finding eigenvalues and eigenvectors of a...

A new class of robust regression estimators is proposed that forms an alternative to traditional robust one-step estimators and that achieves the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$\sqrt{n}$</EquationSource> </InlineEquation> rate of convergence irrespective of the initial estimator under a wide range of distributional assumptions. The proposed reweighted least...</equationsource></inlineequation>