Tail probabilities for the null distribution of scanning statistics
Siegmund, David ; Yakir, Benjamin
Bernoulli, Tome 6 (2000) no. 6, p. 191-213 / Harvested from Project Euclid
This paper is concerned with statistics that scan a multidimensional spatial region to detect a signal against a noisy background. The background is modelled as independent observations from an exponential family of distributions with a known `null' value of the natural parameter, while the signal is given by independent observations from the same exponential family, but with a different value of the parameter on a particular subregion of the spatial domain. The main result is an extension to multidimensional time of the method of Pollak and Yakir, which relies on a change of measure motivated by change-point analysis, to evaluate approximately the null distribution of the likelihood ratio statistic. Both large-deviation and Poisson approximations are obtained.
Publié le : 2000-04-14
Classification:  change-point,  likelihood ratio,  scan statistic
@article{1081788026,
     author = {Siegmund, David and Yakir, Benjamin},
     title = {Tail probabilities for the null distribution of scanning statistics},
     journal = {Bernoulli},
     volume = {6},
     number = {6},
     year = {2000},
     pages = { 191-213},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1081788026}
}
Siegmund, David; Yakir, Benjamin. Tail probabilities for the null distribution of scanning statistics. Bernoulli, Tome 6 (2000) no. 6, pp.  191-213. http://gdmltest.u-ga.fr/item/1081788026/