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Discussion of The Forward Search: Theory and Data Analysis

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  • Bent Nielsen
  • Soren Johansen

Abstract

The paper by Atkinson, Riani and Ceroli, henceforth ARC, is concerned with detection of outliers and unsuspected structures which is rather important in practice.� This is done through a Forward Search Algorithm.� The statistical analysis of such algorithms poses many challenging problems, and we would like to contribute to the theory of the algorithm in this discussion.

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File URL: http://www.nuff.ox.ac.uk/economics/papers/2010/w2/ForwardSearchDiscussion15jan2010.pdf
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Bibliographic Info

Paper provided by University of Oxford, Department of Economics in its series Economics Series Working Papers with number 2010-W02.

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Date of creation: 01 Jan 2010
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Handle: RePEc:oxf:wpaper:2010-w02

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Cited by:
  1. Søren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," CREATES Research Papers 2013-05, School of Economics and Management, University of Aarhus.
  2. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2014. "Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 167-183.

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