A martingale approach to scan statistics
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Publication:816583
DOI10.1007/BF02506876zbMATH Open1082.62015OpenAlexW2038994416MaRDI QIDQ816583FDOQ816583
Authors: V. Pozdnyakov, Joseph Glaz, J. Michael Steele, M. Kulldorff 
Publication date: 9 March 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02506876
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Martingales with discrete parameter (60G42) Characterization and structure theory of statistical distributions (62E10) Statistical distribution theory (62E99)
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Cited In (19)
- On occurrence of patterns in Markov chains: Method of gambling teams
- Scan statistics of Lévy noises and marked empirical processes
- Maximum scan score-type statistics
- Digital search trees and chaos game representation
- A note on the gambling team method
- Double-scan statistics
- Context trees, variable length Markov chains and dynamical sources
- On occurrence of subpattern and method of gambling teams
- Approximations for the distribution of fuzzy scan statistics
- Exact asymptotics for the scan statistic and fast alternatives
- Scan Statistics With Weighted Observations
- Bonferroni-type inequalities for conditional scan statistics
- A note on occurrence of gapped patterns in i.i.d. Sequences
- Translocation Detection from Hi-C Data via Scan Statistics
- Asymptotic results for jump probabilities associated to the multiple scan statistic
- Optimal inference with a multidimensional multiscale statistic
- Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences
- Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains
- New maximal inequalities for \(N\)-demimartingales with scan statistic applications
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