Discussion: The forward search: theory and data analysis

DOI10.1016/j.jkss.2010.02.003zbMath1294.62155OpenAlexW3123689358MaRDI QIDQ5971302

Søren Glud Johansen, Bent Nielsen

Publication date: 5 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2010.02.003

Mathematics Subject Classification ID

Related Items (7)

Analysis of the forward search using some new results for martingales and empirical processes ⋮ The forward search interactive outlier detection in cointegrated VAR analysis ⋮ Strong consistency and robustness of the forward search estimator of multivariate location and scatter ⋮ Testing multivariate scatter parameter in elliptical model based on forward search method ⋮ A test for multivariate location parameter in elliptical model based on forward search method ⋮ Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models ⋮ EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS

Uses Software

• PcGets

Cites Work

• Weighted empirical processes in dynamic nonlinear models.
• The forward search: theory and data analysis
• The empirical process of autoregressive residuals
• Least Median of Squares Regression
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