Scan statistics for detecting a local change in variance for normal data with known variance

DOI10.1007/s11009-015-9465-4zbMath1419.62029OpenAlexW1893752537MaRDI QIDQ292378

Joseph Glaz, Bo Zhao

Publication date: 8 June 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-015-9465-4

zbMATH Keywords

cluster detectiongeneralized likelihood ratio testminimum P-value statisticmoving sum of squaresmultiple window scan statisticvariable window scan statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

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