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Zhou, C. (author), van Nooijen, R.R.P. (author), Kolechkina, A.G. (author), Hrachowitz, M. (author)
Several commonly-used nonparametric change-point detection methods are analysed in terms of power, ability and accuracy of the estimated change-point location. The analysis is performed with synthetic data for different sample sizes, two types of change and different magnitudes of change. The methods studied are the Pettitt method, a method...
journal article 2019