{"paper":{"title":"Distribution-Free test for Changepoint Detection in Angular Mean Direction: Application in Finance","license":"http://creativecommons.org/licenses/by-nc-nd/4.0/","headline":"","cross_cats":[],"primary_cat":"stat.ME","authors_text":"Buddhananda Banerjee, Surojit Biswas","submitted_at":"2026-08-08T12:49:12Z","abstract_excerpt":"In this paper, we propose a distribution-free test for detecting changepoint in the mean direction of angular data. The uncertainty in angular measurements is quantified through the \\textit{square of an angle}, derived from the intrinsic geometry of the torus. It is established that, under the null hypothesis, the test statistic distributionally converges to the Kolmogorov distribution, while under the alternative hypothesis, both the consistency of the test and the asymptotic properties of the changepoint estimator are established. Through extensive simulations, we compare the empirical perfo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2608.08112","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2608.08112/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}