Asymptotic Analysis of the Forward Search
40 Pages Posted: 22 Feb 2013
Date Written: February 10, 2013
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
Suggested Citation: Suggested Citation
Johansen, Soren and Nielsen, Bent, Asymptotic Analysis of the Forward Search (February 10, 2013). Univ. of Copenhagen Dept. of Economics Discussion Paper No. 13-01, Available at SSRN: https://ssrn.com/abstract=2221850 or http://dx.doi.org/10.2139/ssrn.2221850
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