A new method for estimating the distribution of scan statistics for a two-dimensional Poisson process
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Publication:1398016
DOI10.1023/A:1023518602117zbMath1031.62066MaRDI QIDQ1398016
Publication date: 6 August 2003
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Non-Markovian processes: estimation (62M09) Extreme value theory; extremal stochastic processes (60G70) Markov processes: estimation; hidden Markov models (62M05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (8)
Scan statistics for detecting a local change in variance for normal data with unknown population variance ⋮ Estimation for the distribution of two-dimensional discrete scan statistics ⋮ Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences ⋮ Multiple window scan statistics for two dimensional Poisson processes ⋮ One dimensional scan statistics generated by some dependent stationary sequences ⋮ Using scan statistics for cluster detection: recognizing real bandwagons ⋮ Approximations for two-dimensional discrete scan statistics in some block-factor type dependent models ⋮ Variable Window Scan Statistics for Normal Data
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