Library Header Image
LSE Research Online LSE Library Services

The forward search: theory and data analysis

Atkinson, Anthony C., Riani, Marco and Cerioli, Andrea (2010) The forward search: theory and data analysis. Journal of the Korean Statistical Society, 39 (2). pp. 117-134. ISSN 1226-3192

Full text not available from this repository.

Identification Number: 10.1016/j.jkss.2010.02.007


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.

Item Type: Article
Official URL:
Additional Information: © 2010 The Korean Statistical Society
Divisions: Statistics
Subjects: Q Science > QA Mathematics
Date Deposited: 23 Jul 2010 10:59
Last Modified: 20 Sep 2021 02:44

Actions (login required)

View Item View Item