Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli

Søren Johansen, Bent Nielsen

    Publikation: Working paper/Preprint Working paperForskning

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    Abstract

    The Forward Search Algorithm is a statistical algorithm for obtaining robust
    estimators of regression coefficients in the presence of outliers. The algorithm
    selects a succession of subsets of observations from which the parameters are
    estimated. The present note shows how the theory of empirical processes can
    contribute to the understanding of how the subsets are chosen and how the
    sequence of estimators is changing.
    OriginalsprogEngelsk
    UdgivelsesstedAarhus
    UdgiverInstitut for Økonomi, Aarhus Universitet
    StatusUdgivet - 2010

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