• Corpus ID: 64905068

Multi-sequence segmentation via score and higher-criticism tests

@article{Chan2017MultisequenceSV,
  title={Multi-sequence segmentation via score and higher-criticism tests},
  author={Hock Peng Chan and Hao Chen},
  journal={arXiv: Statistics Theory},
  year={2017}
}
We propose local segmentation of multiple sequences sharing a common time- or location-index, building upon the single sequence local segmentation methods of Niu and Zhang (2012) and Fang, Li and Siegmund (2016). We also propose reverse segmentation of multiple sequences that is new even in the single sequence context. We show that local segmentation estimates change-points consistently for both single and multiple sequences, and that both methods proposed here detect signals well, with the… 

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