Asymptotic analysis of the Forward Search
AbstractThe Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search is made. The argument involves theory for a new class of weighted and marked empirical processes, quantile process theory, and a fixed point argument to describe the iterative element of the procedure.
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Bibliographic InfoPaper provided by School of Economics and Management, University of Aarhus in its series CREATES Research Papers with number 2013-05.
Date of creation: 02 Oct 2013
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Web page: http://www.econ.au.dk/afn/
Fixed point result; Forward Search; quantile process; weighted and marked empirical process;
Other versions of this item:
- Bent Nielsen & Søren Johansen, 2013. "Asymptotic analysis of the Forward Search," Economics Papers 2013-W02, Economics Group, Nuffield College, University of Oxford.
- Bent Nielsen & Soren Johansen, 2013. "Asymptotic analysis of the Forward Search," Economics Series Working Papers 2013-W02, University of Oxford, Department of Economics.
- Søren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," Discussion Papers 13-01, University of Copenhagen. Department of Economics.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-09 (All new papers)
- NEP-CMP-2013-03-09 (Computational Economics)
- NEP-ECM-2013-03-09 (Econometrics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- E ric E ngler & B ent N ielsen, 2009.
"The empirical process of autoregressive residuals,"
Royal Economic Society, vol. 12(2), pages 367-381, 07.
- Eric Engler & Bent Nielsen, 2007. "The empirical process of autoregressive residuals," Economics Series Working Papers 2007-W01, University of Oxford, Department of Economics.
- Bent Nielsen & Eric Engler, 2007. "The empirical process of autoregressive residuals," Economics Papers 2007-W01, Economics Group, Nuffield College, University of Oxford.
- Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009. "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics 30462, London School of Economics and Political Science, LSE Library.
- Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009. "Finding an unknown number of multivariate outliers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 447-466.
- Bent Nielsen & Soren Johansen, 2010. "Discussion of The Forward Search: Theory and Data Analysis," Economics Series Working Papers 2010-W02, University of Oxford, Department of Economics.
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