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The forward search: theory and data analysis

By Anthony C. Atkinson, Marco Riani and Andrea Cerioli

Abstract

The Forward Search is a powerful general method, incorporating flexible data-driven trimming, for the detection of outliers and unsuspected structure in data and so for building robust models. Starting from small subsets of data, observations that are close to the fitted model are added to the observations used in parameter estimation. As this subset grows we monitor parameter estimates, test statistics and measures of fit such as residuals. The paper surveys theoretical development in work on the Forward Search over the last decade. The main illustration is a regression example with 330 observations and 9 potential explanatory variables. Mention is also made of procedures for multivariate data, including clustering, time series analysis and fraud detection

Topics: QA Mathematics
Publisher: Korean Statistical Society
Year: 2010
DOI identifier: 10.1016/j.jkss.2010.02.007
OAI identifier: oai:eprints.lse.ac.uk:28712
Provided by: LSE Research Online
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