Template-type: ReDIF-Paper 1.0
Author-Name: Bent Nielsen
Author-Workplace-Name: Nuffield College & Department of Economics, University of Oxford & Institute for
New Economic Thinking at the Oxford Martin School
Author-Email:bent.nielsen@nuffield.ox.ac.uk
Author-Name: Søren Johansen
Author-Workplace-Name: Dept of Economics, University of Copenhagen and CREATES, Department of Economics and Business,
Aarhus University
Author-Email: soren.johansen@econ.ku.dk
Title: Asymptotic analysis of the Forward Search
Abstract: The Forward Search is an iterative algorithm concerned with detection of outliers
and other unsuspected structures in data. This approach has been suggested, analysed and
applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic
analysis of the Forward Search is made. The argument involves theory for a new class of weighted
and marked empirical processes, quantile process theory, and a fixed point argument to describe
the iterative element of the procedure.
X-Classification-JEL: 
Keywords: Fixed point result, Forward Search, quantile process, weighted and marked empirical
process.
Length: 39 pages
Creation-Date: 2013-02-10
Number: 2013-W02
File-URL: http://www.nuffield.ox.ac.uk/Academic/Economics/Working%20Papers/Documents/2013/ForwardSearchAsymp10feb2013.pdf
File-Format: application/pdf
Handle: RePEc:nuf:econwp:1302