Asymptotic analysis of the Forward Search

Bent Nielsen and Soren Johansen

No 2013-W02, Economics Papers from Economics Group, Nuffield College, University of Oxford

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.

Keywords: Fixed point result; Forward Search; quantile process; weighted and marked empirical process. (search for similar items in EconPapers)
Pages: 39 pages
Date: 2013-02-10
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Citations: View citations in EconPapers (6)

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Related works:
Working Paper: Asymptotic analysis of the Forward Search (2013)
Working Paper: Asymptotic analysis of the Forward Search (2013)
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