Analysis of the Forward Search using some new results for martingales and empirical processes
The Forward Search is an iterative algorithm for avoiding outliers in a regression analysis suggested by Hadi and Simonoff (J. Amer. Statist. Assoc. 88 (1993) 1264–1272), see also Atkinson and Riani (Robust Diagnostic Regression Analysis (2000) Springer). The algorithm constructs subsets of “good” o...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
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Bernoulli Society for Mathematical Statistics and Probability
2015
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