Robust Regression Using M-Estimators and Iteratively Reweighted Least Squares in C++

Overview of M-Estimation Robust statistics provides tools for dealing with data that contains outliers or deviations from standard model assumptions. Among the various approaches developed—such as L-estimators, R-estimators, and M-estimators—M-estimators (Maximum Likelihood-type estimators) are among the most widely utilized in regression analy ...

Posted on Thu, 13 Aug 2026 16:55:18 +0000 by jo.nova