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.
- Søren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," Discussion Papers 13-01, University of Copenhagen. Department of Economics.
- Bent Nielsen & Søren 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
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," 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.
- Eric Engler & Bent Nielsen, 2007.
"The empirical process of autoregressive residuals,"
Economics Series Working Papers
2007-W01, University of Oxford, Department of Economics.
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