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

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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Year of publication:	2010
Authors:	Johansen, Soren
Other Persons:	Nielsen, Bent (contributor)
Publisher:	[2010]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Algorithmus \| Algorithm \| Statistische Methodenlehre \| Statistical theory \| Regressionsanalyse \| Regression analysis

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Extent:	1 Online-Ressource (16 p)
Series:	CREATES Research Paper ; No. 2010-6
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 8, 2010 erstellt
Other identifiers:	10.2139/ssrn.1549528 [DOI]
Classification:	C2 - Econometric Methods: Single Equation Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013148056