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math.ST2020★ 2 cited
Detection and Estimation of Local Signals
Xiao Fang, David Siegmund
We study the maximum score statistic to detect and estimate local signals in the form of change-points in the level, slope, or other property of a sequence of observations, and to…
math.ST2016★ 3 cited
Segmentation and Estimation of Change-point Models: False Positive Control and Confidence Regions
Xiao Fang, Jian Li, David Siegmund
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 statist…