Asymptotic results for jump probabilities associated to the multiple scan statistic

DOI10.1007/S10463-017-0621-1MaRDI QIDQ1786895zbMATH OpenOpenAlexFDO

Authors 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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Cites work

• scientific article; zbMATH DE number 3852087 (Why is no real title available?)
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• Modeling claim exceedances over thresholds.
• Multiple window and cluster size scan procedures
• On waiting time distributions associated with compound patterns in a sequence of multi-state trials
• Recursive equations in finite Markov chain imbedding
• Runs and scans with applications
• Runs, scans and urn model distributions: A unified Markov chain approach
• Scan statistics
• Scan statistics. Methods and applications. In honor of Joseph Naus's seventieth birthday
• Two-dimensional discrete scan statistics

Cited in

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• Asymptotic results for the multiple scan statistic

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