Asymptotic analysis of the Forward Search
The 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.
|Date of creation:||02 Oct 2013|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.econ.au.dk/afn/|
References listed on IDEAS
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- 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.
- 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.
- 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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