Department of Economics and Business Economics

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

Research output: Working paperResearch

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  • Rp10 06

    Final published version, 232 KB, PDF document

  • School of Economics and Management
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.
Original languageEnglish
Place of publicationAarhus
PublisherInstitut for Økonomi, Aarhus Universitet
Publication statusPublished - 2010

    Research areas

  • Empirical processes, Huber's skip, least trimmed squares estimator, one-step estimator, outlier robustness

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