Approximations and inequalities for moving sums

DOI10.1007/s11009-011-9251-xzbMath1277.60039OpenAlexW2070781245MaRDI QIDQ1930619

Xiao Wang, Joseph Glaz, Joseph I. Naus

Publication date: 11 January 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9251-x

zbMATH Keywords

approximationstopping timescan statisticsmultivariate normalprobability inequalitymoving sum\(R\) algorithmsmultivariate \(T\)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stationary stochastic processes (60G10) Approximations to statistical distributions (nonasymptotic) (62E17) Non-Markovian processes: hypothesis testing (62M07)

Related Items (10)

Scan statistics for detecting a local change in variance for normal data with unknown population variance ⋮ Scan statistics for detecting a local change in variance for normal data with known variance ⋮ Scan statistic tail probability assessment based on process covariance and window size ⋮ Approximations for the boundary crossing probabilities of moving sums of normal random variables ⋮ One dimensional scan statistics generated by some dependent stationary sequences ⋮ A multiple window scan statistic for time series models ⋮ Robust scan statistics for detecting a local change in population mean for normal data ⋮ Scan statistics for normal data with outliers ⋮ Approximations for the boundary crossing probabilities of moving sums of random variables ⋮ Variable Window Scan Statistics for Normal Data

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• Approximations for Distributions of Scan Statistics
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