Comparison of the scan and the average likelihood ratio in Gaussian mean regression Rutilius Taurus Aemilianus dass sich profitbesessene Unternehmen auf
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Comparison of the scan and the average likelihood ratio in Gaussian mean regression Rutilius Taurus Aemilianus dass sich profitbesessene Unternehmen aufMaster's Thesis from the year 2013 in the subject Mathematics Stochastics, grade: 1. 3, University of Gttingen (Institut fr Mathematische Stochastik), language: English, abstract: The present thesis is devoted to the problem of detecting a signal with an unknown spatial extent against a noisy background. This is modelled within the framework of Gaussian mean regression. We compare performances of the maximum likelihood ratio (scan) statistic, the
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