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    ICASSP
    2011
    IEEE
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    Robust changepoint detection based on multivariate rank statistics
    12 years 8 months ago
    Robust changepoint detection based on multivariate rank statistics
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    We introduce a novel statistical test for unsupervised detection of changepoints in multidimensional sequences of temporal observations. The test statistic is based on a multivari...
    Alexandre Lung-Yut-Fong, Céline Lévy...
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