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 |