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Scan Statistics Viewed as Maximum of 1-Dependent Random Variables

In: Handbook of Scan Statistics

Author

Listed:
  • George Haiman

  • Cristian Preda

    (Université de Lille, Laboratoire Paul Painlevé)

Abstract

A method of approximating the distribution function of the partial maximum sequence generated by a 1-dependent stationary sequence can be applied to estimate the distribution function of one or multidimensional scan statistics. The method, which provides error bounds for the approximations, was investigated and evaluated in several papers.

Suggested Citation

  • George Haiman & Cristian Preda, 2024. "Scan Statistics Viewed as Maximum of 1-Dependent Random Variables," Springer Books, in: Joseph Glaz & Markos V. Koutras (ed.), Handbook of Scan Statistics, chapter 26, pages 543-554, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4614-8033-4_9
    DOI: 10.1007/978-1-4614-8033-4_9
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