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Seminar – On changepoint detection in functional data using empirical energy distance

Erasmus Universiteit Rotterdam

We propose a novel family of test statistics to detect the presence of changepoints in a sequence of dependent, possibly multivariate, functional-valued observations. Our approach allows to test for a very general class of changepoints, including the “classical” case of changes in the mean, and even changes in the whole distribution.

Room ET-14


  • Lorenzo Trapani (University in Leicester)


Burgemeester Oudlaan 50,
3062 PA Rotterdam