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...

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Bibliografski detalji
Glavni autori: Johansen, S, Nielsen, B
Format: Journal article
Jezik:English
Izdano: Bernoulli Society for Mathematical Statistics and Probability 2015