Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics

DOI10.1111/sjos.12027zbMath1283.62179arXiv1211.2859OpenAlexW2157811729MaRDI QIDQ2868866

Camilo Rivera, Guenther Walther

Publication date: 19 December 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2859

zbMATH Keywords

fast computationscan statisticaverage likelihood ratiopenalized log likelihood ratio

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Non-Markovian processes: hypothesis testing (62M07) Markov processes: hypothesis testing (62M02)

Related Items (13)

Tail bounds for empirically standardized sums ⋮ Confidence Bands for a Log-Concave Density ⋮ Large-scale inference with block structure ⋮ Variational multiscale nonparametric regression: smooth functions ⋮ Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging ⋮ Optimal detection of multi-sample aligned sparse signals ⋮ Identifying the support of rectangular signals in Gaussian noise ⋮ Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences ⋮ Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process ⋮ FDR-control in multiscale change-point segmentation ⋮ Optimal inference with a multidimensional multiscale statistic ⋮ Multiscale change-point segmentation: beyond step functions ⋮ Multiscale Change Point Inference

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