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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- Camilo Rivera & Guenther Walther, 2013. "Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 752-769, December.
- 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.
- Joseph I. Naus & Sylvan Wallenstein, 2004. "Multiple Window and Cluster Size Scan Procedures," Methodology and Computing in Applied Probability, Springer, vol. 6(4), pages 389-400, December.
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