Maximum scan score-type statistics
In this article we introduce a maximum scan score-type statistic for testing the null hypothesis that the observations are iid according to a specified distribution, against an alternative that the observations cluster within a window of unknown length. This statistic is a variable window scan statistic, based on a finite number of standardized fixed window scan statistics. Approximations for the significance level of this statistic are derived for 0-1 iid Bernoulli trials and for iid uniform observations on the interval [0,1). The advantage in using a maximum scan score-type statistic, rather than a single fixed window scan statistic, is that it is more effective in detecting window-type clustering of observations.
Year of publication: |
2006
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Authors: | Glaz, Joseph ; Zhang, Zhenkui |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 13, p. 1316-1322
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Publisher: |
Elsevier |
Keywords: | Clustering detection Bonferroni-type inequality Moving sums Scan statistic Variable window |
Saved in:
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