Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation
Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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While parametric multiple change point detection has been widely studied, less attention has been given to the nonparametric task of detecting multiple change points in a sequence of observations when their distribution is unknown. Most existing work on this topic is either based on penalized cost functions which can suffer from false positive dete...
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Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation
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TN_cdi_proquest_journals_2548739922
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2548739922
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2331-8422
