Discussion: The Forward Search: Theory and Data Analysis
Publikation: Bidrag til tidsskrift › Kommentar/debat › Forskning
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Discussion: The Forward Search: Theory and Data Analysis. / Johansen, Søren; Nielsen, Bent.
I: Journal of the Korean Statistical Society, Bind 39, Nr. 2, 2010, s. 137-145.Publikation: Bidrag til tidsskrift › Kommentar/debat › Forskning
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TY - JOUR
T1 - Discussion: The Forward Search: Theory and Data Analysis
AU - Johansen, Søren
AU - Nielsen, Bent
PY - 2010
Y1 - 2010
N2 - 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.
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.
U2 - 10.1016/j.jkss.2010.02.003
DO - 10.1016/j.jkss.2010.02.003
M3 - Comment/debate
VL - 39
SP - 137
EP - 145
JO - Journal of the Korean Statistical Society
JF - Journal of the Korean Statistical Society
SN - 1226-3192
IS - 2
ER -
ID: 21727085