Poisson approximation for two scan statistics with rates of convergence

DOI10.1214/15-AAP1150zbMath1352.60032arXiv1403.4692MaRDI QIDQ341620

Xiao Fang, David O. Siegmund

Publication date: 16 November 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4692

zbMATH Keywords

Stein's methodconvergence ratelarge deviationsexponential familyPoisson approximationrelative errorscan statisticstotal variation distancechange-point analysis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Large deviations (60F10) Sequential statistical analysis (62L10)

Related Items (2)

Corrected discrete approximations for multiple window scan statistics of one-dimensional Poisson processes ⋮ Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences

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