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Scan statistics for detecting a local change in variance for two-dimensional normal data. (English) Zbl 1371.60070

Summary: 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.

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
62E17 Approximations to statistical distributions (nonasymptotic)
62F03 Parametric hypothesis testing
62G10 Nonparametric hypothesis testing
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