Tail Approximations for Maxima of Random Fields by Likelihood Ratio Transformations

DOI10.1080/07474946.2010.487428zbMath1200.62090OpenAlexW2058018849MaRDI QIDQ4931847

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Publication date: 1 October 2010

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2010.487428

zbMATH Keywords

likelihood ratiochange of measurelocal limit theoremchange-point

Mathematics Subject Classification ID

Parametric inference (62F99) Sequential statistical analysis (62L10)

Related Items (6)

Scan statistics on Poisson random fields with applications in genomics ⋮ On asymptotic constants in the theory of extremes for Gaussian processes ⋮ Detecting simultaneous variant intervals in aligned sequences ⋮ On extremal index of max-stable random fields ⋮ Sequential subspace change point detection ⋮ Scan B-statistic for kernel change-point detection

Cites Work

• Detecting the emergence of a signal in a noisy image
• The statistics of gene mapping
• Minimax optimality of the Shiryayev-Roberts change-point detection rule
• The distribution of maxima of approximately Gaussian random fields
• A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
• Tail probabilities for the null distribution of scanning statistics
• A note on the run length of false alarm of a change-point detection policy
• Detecting simultaneous changepoints in multiple sequences
• Unnamed Item

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