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Title: Detection and estimation of local signals Authors:  Xiao Fang - The Chinese University of Hong Kong (Hong Kong) [presenting]
Abstract: 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 or the maximum score statistic. We derive analytic approximations for the probability of a false positive error when there are no change-points, and justify some of the approximations rigorously.