A martingale approach to scan statistics
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Publication:816583
DOI10.1007/BF02506876zbMath1082.62015OpenAlexW2038994416MaRDI QIDQ816583
Joseph Glaz, Vladimir Pozdnyakov, J. Michael Steele, Martin 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
Martingales with discrete parameter (60G42) Characterization and structure theory of statistical distributions (62E10) Statistical distribution theory (62E99)
Related Items (14)
Context Trees, Variable Length Markov Chains and Dynamical Sources ⋮ Exact asymptotics for the scan statistic and fast alternatives ⋮ Translocation Detection from Hi-C Data via Scan Statistics ⋮ Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences ⋮ A note on the gambling team method ⋮ A note on occurrence of gapped patterns in i.i.d. Sequences ⋮ On occurrence of patterns in Markov chains: Method of gambling teams ⋮ Maximum scan score-type statistics ⋮ New maximal inequalities for N-demimartingales with scan statistic applications ⋮ Asymptotic results for jump probabilities associated to the multiple scan statistic ⋮ Gambling Teams and Waiting Times for Patterns in Two-State Markov Chains ⋮ Optimal inference with a multidimensional multiscale statistic ⋮ On occurrence of subpattern and method of gambling teams ⋮ Digital search trees and chaos game representation
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