Calibrating the scan statistic: Finite sample performance versus asymptotics
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DOI: 10.1111/rssb.12549
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References listed on IDEAS
- Klaus Frick & Axel Munk & Hannes Sieling, 2014. "Multiscale change point inference," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(3), pages 495-580, June.
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- Ery Arias-Castro & Rui M. Castro & Ervin Tánczos & Meng Wang, 2018. "Distribution-Free Detection of Structured Anomalies: Permutation and Rank-Based Scans," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 789-801, April.
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