Scan statistics for detecting a local change in variance for two-dimensional normal data

Bo Zhao and Joseph Glaz

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 11, 5517-5530

Abstract: 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.

Date: 2017
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DOI: 10.1080/03610926.2015.1104354

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