Develops a general nonparametric framework for constructing non-asymptotically valid confidence sets for changepoint location using data up to an arbitrary detection stopping time.
Optimal change-point detection and localization.The Annals of Statistics, 51(4):1586– 1610
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Post-detection inference for sequential changepoint localization
Develops a general nonparametric framework for constructing non-asymptotically valid confidence sets for changepoint location using data up to an arbitrary detection stopping time.