Asymptotic results for jump probabilities associated to the multiple scan statistic

DOI10.1007/S10463-017-0621-1zbMath1403.62126OpenAlexW2770386237MaRDI QIDQ1786895

Markos V. Koutras, Demetrios P. Lyberopoulos

Publication date: 25 September 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0621-1

zbMATH Keywords

upper bounddemimartingaledemisubmartingale\(N\)-demisupermartingalemultiple scan statistic

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Image analysis in multivariate analysis (62H35) Martingales with continuous parameter (60G44)

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