Title:

Anomaly Detection for a Large Number of Streams: A Permutation-Based Higher Criticism Approach

Authors:

Ivo V. Stoepker (Technische Universiteit Eindhoven)
Rui M. Castro (Technische Universiteit Eindhoven)
Ery Arias-Castro (University of California)
Edwin R. van den Heuvel (Technische Universiteit Eindhoven)

Journal:

Journal of the American Statistical Association

Year:

2024

Volume:

119

Number:

545

Pages:

461-474

JEL code:

Y8 - Related Disciplines

DOI:

10.1080/01621459.2022.2126361