Binary segmentation and Bonferroni-type bounds

MaRDI QIDQ3085446zbMATH OpenFDO

Authors

Publication date 31 March 2011

Full work available at URL https://eudml.org/doc/196564, http://www.kybernetika.cz/content/2011/1/38

zbMATH Keywords

Bonferroni inequalitysegmentation statisticZ-function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17) Combinatorial inequalities (05A20)

Recommendations

• Bonferroni-type inequalities and binomially bounded functions
• Locating a changed segment in a sequence of Bernoulli variables
• Further studies of bivariate Bonferroni-type inequalities
• Evaluating the cumulative distribution function of a bonferroni test statistic from a type iii bivariate t distribution
• Applications of binary segmentation to the estimation of quantal response curves and spatial intensity

Cites work

• scientific article; zbMATH DE number 4131439 (Why is no real title available?)
• scientific article; zbMATH DE number 2046536 (Why is no real title available?)
• scientific article; zbMATH DE number 2107574 (Why is no real title available?)
• scientific article; zbMATH DE number 933468 (Why is no real title available?)
• Approximations for the time of change and the power function in change-point models
• Bonferroni inequalities
• Effect of dependence on statistics for determination of change
• On tests for detecting change in mean when variance is unknown
• Permutation tests in change point analysis
• Testing a homogeneity of stochastic processes
• Testing for a Two-Phase Multiple Regression

Cited in

(1)

• Statistical testing of segment homogeneity in classification of piecewise-regular objects

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