Robust Regression
Notes and Ideas:
- IRLS(iteratively Rewighted Least Squares)
- WEighted least squares usign the residulas(hwo far outlying the observations are) as weights/
- Dampen the effort of outliers
- Weights are reviesed with each iteratuib, until a robust fit has been otained
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Key words:
- Remedial Mreasure
- Huber weight
- Bi-Square