Tail probabilities for the null distribution of scanning statistics

DOI10.2307/3318574zbMath0976.62048OpenAlexW1970160849MaRDI QIDQ1567205

Benjamin Yakir, David O. Siegmund

Publication date: 8 January 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/067998fc9b4b55b18cdccf913f83d0db1e2e5b79

zbMATH Keywords

likelihood ratioMarkov inequalitychange-point analysisscan statisticmultidimensional exponential families

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

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