Asymptotic analysis of the Forward Search
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- Søren Johansen & Bent Nielsen, 2013. "Asymptotic analysis of the Forward Search," CREATES Research Papers 2013-05, Department of Economics and Business Economics, Aarhus University.
- Bent Nielsen & Søren Johansen, 2013. "Asymptotic analysis of the Forward Search," Economics Papers 2013-W02, Economics Group, Nuffield College, University of Oxford.
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Cited by:
- 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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- Søren Johansen & Bent Nielsen, 2013. "Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator," Econometrics, MDPI, vol. 1(1), pages 1-18, May.
- Søren Johansen & Bent Nielsen, 2014.
"Optimal hedging with the cointegrated vector autoregressive model,"
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- Lukasz Gatarek & Søren Johansen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-22, University of Copenhagen. Department of Economics.
- Søren Johansen & Lukasz Gatarek, 2014. "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers 2014-40, Department of Economics and Business Economics, Aarhus University.
- Petropoulou, Maria & Salanti, Georgia & Rücker, Gerta & Schwarzer, Guido & Moustaki, Irini & Mavridis, Dimitris, 2021. "A forward search algorithm for detecting extreme study effects in network meta-analysis," LSE Research Online Documents on Economics 110954, London School of Economics and Political Science, LSE Library.
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More about this item
Keywords
Fixed point result; Forward Search; quantile process; weighted and marked empirical process;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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