On the asymptotic distribution of the discrete scan statistic
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Publication:5441528
DOI10.1239/jap/1165505213zbMath1130.62017OpenAlexW2066741400MaRDI QIDQ5441528
Markos V. Koutras, Michael V. Boutsikas
Publication date: 15 February 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1165505213
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32) Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (9)
Exact asymptotics for the scan statistic and fast alternatives ⋮ A family of induced distributions ⋮ A simple compound scan statistic useful for modeling insurance and risk management problems ⋮ Detection of an anomalous cluster in a network ⋮ Detection of correlations ⋮ Exact distribution of random order statistics and applications in risk management ⋮ Asymptotic results for the multiple scan statistic ⋮ New maximal inequalities for N-demimartingales with scan statistic applications ⋮ Distribution-Free Detection of Structured Anomalies: Permutation and Rank-Based Scans
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