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

Soren Johansen and Bent Nielsen

No 10-06, Discussion Papers from University of Copenhagen. Department of Economics

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.

Keywords: empirical processes; Huber's skip; least trimmed squares estimator; one-step estimator; outlier robustness (search for similar items in EconPapers)
JEL-codes: C2 (search for similar items in EconPapers)
Pages: 13 pages
Date: 2010-02
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Citations: View citations in EconPapers (2)

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http://www.econ.ku.dk/english/research/publications/wp/dp_2010/1006.pdf/ (application/pdf)

Related works:
Working Paper: Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli (2010)
Working Paper: Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:kud:kuiedp:1006

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