Scan Statistics for Detecting High-Variance Clusters

Scan statistics are mostly used to detect spatial areas or time intervals in which the mean level of a given variable is more important. Sometimes, when this variable is continuous, there is an interest in looking for clusters in which its variability is more important. In this paper, two scan stati...

Full description

Saved in:
Bibliographic Details
Main Author: Lionel Cucala
Format: Article
Language:English
Published: Wiley 2016-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2016/7591680
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832563880207843328
author Lionel Cucala
author_facet Lionel Cucala
author_sort Lionel Cucala
collection DOAJ
description Scan statistics are mostly used to detect spatial areas or time intervals in which the mean level of a given variable is more important. Sometimes, when this variable is continuous, there is an interest in looking for clusters in which its variability is more important. In this paper, two scan statistics are introduced for identifying clusters of values exhibiting higher variance. Like many classical scan statistics, the first one relies on a generalized likelihood ratio test whereas the second one is based on ratios of empirical variances. These methods are useful to identify spatial areas or time intervals in which the variability of a given variable is more important. In an application of the new methods, I look for geographical clusters of high-variability income in France and then for residuals exhibiting higher variance in a linear regression context.
format Article
id doaj-art-ee084808f9854de98b822fe855f8546e
institution Kabale University
issn 1687-952X
1687-9538
language English
publishDate 2016-01-01
publisher Wiley
record_format Article
series Journal of Probability and Statistics
spelling doaj-art-ee084808f9854de98b822fe855f8546e2025-02-03T01:12:26ZengWileyJournal of Probability and Statistics1687-952X1687-95382016-01-01201610.1155/2016/75916807591680Scan Statistics for Detecting High-Variance ClustersLionel Cucala0Institut Montpelliérain Alexander Grothendieck, 34000 Montpellier, FranceScan statistics are mostly used to detect spatial areas or time intervals in which the mean level of a given variable is more important. Sometimes, when this variable is continuous, there is an interest in looking for clusters in which its variability is more important. In this paper, two scan statistics are introduced for identifying clusters of values exhibiting higher variance. Like many classical scan statistics, the first one relies on a generalized likelihood ratio test whereas the second one is based on ratios of empirical variances. These methods are useful to identify spatial areas or time intervals in which the variability of a given variable is more important. In an application of the new methods, I look for geographical clusters of high-variability income in France and then for residuals exhibiting higher variance in a linear regression context.http://dx.doi.org/10.1155/2016/7591680
spellingShingle Lionel Cucala
Scan Statistics for Detecting High-Variance Clusters
Journal of Probability and Statistics
title Scan Statistics for Detecting High-Variance Clusters
title_full Scan Statistics for Detecting High-Variance Clusters
title_fullStr Scan Statistics for Detecting High-Variance Clusters
title_full_unstemmed Scan Statistics for Detecting High-Variance Clusters
title_short Scan Statistics for Detecting High-Variance Clusters
title_sort scan statistics for detecting high variance clusters
url http://dx.doi.org/10.1155/2016/7591680
work_keys_str_mv AT lionelcucala scanstatisticsfordetectinghighvarianceclusters