ART gives exact finite-sample false-alarm control for changepoint testing, localization, and post-detection inference by ranking order-symmetric scores, with no distributional or model assumptions.
Lemma S.9 (Theorem 2.14.9 in van der Vaart and Wellner (1996))
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ART: Distribution-Free and Model-Agnostic Changepoint Detection with Finite-Sample Guarantees
ART gives exact finite-sample false-alarm control for changepoint testing, localization, and post-detection inference by ranking order-symmetric scores, with no distributional or model assumptions.