{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/nonparametric-change-point-detection-in","title":"Nonparametric Change Point Detection in Regression","arxiv_id":"1903.02603","date":"2019-03-06","proceeding":null,"authors":["Valeriy Avanesov"],"abstract":"This paper considers the prominent problem of change-point detection in regression. The study suggests a novel testing procedure featuring a fully data-driven calibration scheme. The method is essentially a black box, requiring no tuning from the practitioner. The approach is investigated from both theoretical and practical points of view. The theoretical study demonstrates proper control of first-type error rate under $H_0$ and power approaching $1$ under $H_1$. The experiments conducted on synthetic data fully support the theoretical claims. In conclusion, the method is applied to financial data, where it detects sensible change-points. Techniques for change-point localization are also suggested and investigated.","url_abs":"http://arxiv.org/abs/1903.02603v1","url_pdf":"http://arxiv.org/pdf/1903.02603v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"nonparametric-change-point-detection-in","repo_url":"https://github.com/akopich/gpcd","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}