Discussion: The Forward Search: Theory and Data Analysis

Søren Johansen; Bent Nielsen

doi:10.1016/j.jkss.2010.02.003

Discussion: The Forward Search: Theory and Data Analysis

Søren Johansen, Bent Nielsen

Department of Economics

7 Citations (Scopus)

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.

Original language	English
Journal	Journal of the Korean Statistical Society
Volume	39
Issue number	2
Pages (from-to)	137-145
Number of pages	9
ISSN	1226-3192
DOIs	https://doi.org/10.1016/j.jkss.2010.02.003
Publication status	Published - Jun 2010

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title = "Discussion: The Forward Search: Theory and Data Analysis",

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.",

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AU - Nielsen, Bent

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AB - 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.

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DO - 10.1016/j.jkss.2010.02.003

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VL - 39

SP - 137

EP - 145

JO - Journal of the Korean Statistical Society

JF - Journal of the Korean Statistical Society

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ER -

Discussion: The Forward Search: Theory and Data Analysis

Abstract

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