Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences

DOI10.1214/18-AOS1806zbMath1450.60028arXiv1802.07995WikidataQ115517773 ScholiaQ115517773MaRDI QIDQ2196187

Axel Munk, Frank Werner, Claudia König

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.07995

zbMATH Keywords

exponential families; invariance principle; familywise error rate; weak limit; scan statistic; multiscale testing

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

60G60: Random fields

62F03: Parametric hypothesis testing

60F17: Functional limit theorems; invariance principles

62J15: Paired and multiple comparisons; multiple testing

Uses Software

• FDRSeg