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

Research output: Working paperResearch

Documents

  • PDF

    Final published version, 170 KB, PDF document

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
PublisherDepartment of Economics, University of Copenhagen
Number of pages13
Publication statusPublished - 2010

    Research areas

  • Faculty of Social Sciences - empirical processes, Huber's skip, least trimmed squares estimator, one-step estimator, outlier robustness

Number of downloads are based on statistics from Google Scholar and www.ku.dk


No data available

ID: 17556279