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Discussion: The forward search: Theory and data analysis.

Abstract:

The paper by Atkinson, Riani, and Ceroli (2010), henceforth ARC, is concerned with detection of outliers and unsuspected structures which is rather important in practice. This is done through a Forward Search Algorithm. The statistical analysis of such algorithms poses many challenging problems, and we would like to contribute to the theory of the algorithm in this discussion. We establish some results in a simple case for a single iteration of the algorithm using empirical process theory. Th...

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Publisher copy:
10.1016/j.jkss.2010.02.003

Authors


Søren Johansen More by this author
Bent Nielsen More by this author
Journal:
Journal of the Korean Statistical Society
Volume:
39
Issue:
2
Publication date:
2010
DOI:
URN:
uuid:23411240-6989-4201-be8f-91d517aded6a
Local pid:
oai:economics.ouls.ox.ac.uk:14927
Language:
English

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