Robust changepoint detection in the variability of multivariate functional data
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Cites work
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- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
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- Testing for a change in covariance operator
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Trimmed means for functional data
- Univariate mean change point detection: penalization, CUSUM and optimality
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