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变点模型的分割与估计：假阳性控制和置信区域AI 解读

To segment a sequence of independent random variables at an unknown number of change-points, we introduce new procedures that are based on thresholding the likelihood ratio statistic, and give approximations for the probability of a false positive error when there are no change-points. We also study confidence regions based on the likelihood ratio statistic for the change-points and joint confidence regions for the change-points and the parameter values. Applications to…

高阶批判检验：p值与方法评析AI 解读

This paper compares the higher criticism statistic (Donoho and Jin [ Ann. Statist. 32 (2004) 962–994]), a modification of the higher criticism statistic also suggested by Donoho and Jin, and two statistics of the Berk–Jones [ Z. Wahrsch. Verw. Gebiete 47 (1979) 47–59] type. New approximations to the significance levels of the statistics are derived, and their accuracy is studied by simulations. By numerical examples it is shown that over a broad range of sample sizes the…