Asymptotic Analysis of the Forward Search

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Research , Preprint , Report 01 Jan 2013 Denmark English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Johansen, Søren; Nielsen, Bent;

doi: 10.2139/ssrn.2221850

Asymptotic Analysis of the Forward Search

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Abstract

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.

Country

Denmark

Related Organizations

University of Copenhagen
Denmark
University of Copenhagen
Denmark
Department of Economics University of Copenhagen
Denmark
Aarhus University
Denmark
University of Oxford
United Kingdom

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Keywords

quantile process, Fixed point result, weighted and marked empirical process, Faculty of Social Sciences, /dk/atira/pure/core/keywords/FacultyOfSocialSciences, Fixed point result, Forward Search, quantile process, weighted and marked empirical process, Forward Search, Fixed point result, Forward Search, quantile process, weighted and marked empirical process.

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