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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Bibliografiska uppgifter
Huvudupphovsmän: Johansen, S, Nielsen, B
Materialtyp: Journal article
Språk:English
Publicerad: Bernoulli Society for Mathematical Statistics and Probability 2015