Scan statistics for detecting a local change in variance for two-dimensional normal data
| Autor: | Bo Zhao, Joseph Glaz |
|---|---|
| Rok vydání: | 2016 |
| Předmět: |
Statistics and Probability
Nonparametric bootstrap Window (computing) 020206 networking & telecommunications 02 engineering and technology Variance (accounting) 01 natural sciences Power (physics) One-way analysis of variance 010104 statistics & probability Likelihood-ratio test Statistics 0202 electrical engineering electronic engineering information engineering Variable window Non parametric bootstrap 0101 mathematics Mathematics |
| Zdroj: | Communications in Statistics - Theory and Methods. 46:5517-5530 |
| ISSN: | 1532-415X 0361-0926 |
| Popis: | In this article scan statistics for detecting a local change in variance for two dimensional normal data are discussed. When the precise size of the rectangular window where a local change in variance has occurred is unknown, multiple and variable window scan statistics are proposed. A simulation study is presented to evaluate the performance of the scan statistics investigated in this article via comparison of power. A method for estimating the rectangular region where a change in variance has occurred and the size of the change in variance is also discussed. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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