The approximate distribution of the maximum of a smoothed Poisson random field

被引：0
作者：
Rabinowitz, D
Siegmund, D
机构：
[1] COLUMBIA UNIV, DEPT STAT, NEW YORK, NY 10027 USA
[2] STANFORD UNIV, DEPT STAT, STANFORD, CA 94305 USA
来源：
STATISTICA SINICA | 1997年 / 7卷 / 01期
关键词：
maximum of a random field; Poisson process; signal detection;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The distribution of the maximum score statistic for detecting a signal of known shape, but unknown amplitude, location, and scale is discussed when the underlying noise process is a homogeneous Poisson process. The approximation is based on an exponential change of measure to evaluate asymptotically the expected number of local maxima of a random field.
引用
收藏
页码：167 / 180
页数：14
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