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 University of Oxford, Department of Economics in its series Economics Series Working Papers with number 2013-W02.
Date of creation: 11 Feb 2013
Date of revision:
Fixed point result; Forward Search; quantile process; weighted and marked empirical process;
Other versions of this item:
- Søren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," CREATES Research Papers 2013-05, School of Economics and Management, University of Aarhus.
- SÃ¸ren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," Discussion Papers 13-01, University of Copenhagen. Department of Economics.
- Bent Nielsen & SÃ¸ren Johansen, 2013. "Asymptotic analysis of the Forward Search," Economics Papers 2013-W02, Economics Group, Nuffield College, University of Oxford.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
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.:
- Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009. "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 30462, London School of Economics and Political Science, LSE Library.
- Bent Nielsen & Eric Engler, 2007.
"The empirical process of autoregressive residuals,"
2007-W01, Economics Group, Nuffield College, University of Oxford.
- 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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