Asymptotic analysis of the Forward Search

Søren Johansen, Bent Nielsen

Publikation: Working paper/Preprint Working paperForskning

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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.
UdgiverInstitut for Økonomi, Aarhus Universitet
Antal sider39
StatusUdgivet - 28 feb. 2013
NavnCREATES Research Paper


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