WBS-Lepage combines wild binary segmentation with the rank-based Lepage statistic (Mann-Whitney plus Mood) to detect multiple location-scale change points nonparametrically, using Monte Carlo simulation for finite-sample false-positive control.
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Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation
WBS-Lepage combines wild binary segmentation with the rank-based Lepage statistic (Mann-Whitney plus Mood) to detect multiple location-scale change points nonparametrically, using Monte Carlo simulation for finite-sample false-positive control.