A nonparametric single change-point detection procedure is introduced that uses energy distance to form a scan statistic, proves asymptotic normality under the null for fixed splits, calibrates global thresholds via permutation tests, and applies binary segmentation for multiple changes, illustrated
C., Horv ´ath, L., & Jacobs, P
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Single Change-Point Detection via Energy Distance with Application to Genomic Data
A nonparametric single change-point detection procedure is introduced that uses energy distance to form a scan statistic, proves asymptotic normality under the null for fixed splits, calibrates global thresholds via permutation tests, and applies binary segmentation for multiple changes, illustrated