liu.seSök publikationer i DiVA
Ändra sökning
RefereraExporteraLänk till posten
Permanent länk

Direktlänk
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
A resampling technique for estimating the power of non-parametric trend tests
Linköpings universitet, Filosofiska fakulteten. Linköpings universitet, Matematiska institutionen, Statistik.
2004 (Engelska)Ingår i: COMPSTAT 2004, Prague, Czech Republic, 2004Konferensbidrag, Publicerat paper (Övrigt vetenskapligt)
Abstract [en]

The power of Mann-Kendall tests and other non-parametric trend tests is normally estimated by performing Monte-Carlo simulations in which artificial data are generated according to simple parametric models. Here we introduce a resampling technique for power assessments that can be fully automated and accommodate almost any variation incollected time series data. A rank regression model is employed to extract error terms representing irregular variation in data that have been gathered over several seasons and may contain a non-linear trend. Thereafter, an autoregressive bootstrap method is used to generate new time series of error terms for power simulations. These innovations are combined with trend and seasonal components from the fitted rank regression model, and the trend function can be resampled. We also describe a study of water quality data from two Swedish rivers to illustrate how our method can provide site- and variable-specific information about the power of the Hirsch and Slack test for monotonic trends. In particular, we show how our technique can clarify the impact of sampling frequency on the power of this type of trend test.

Ort, förlag, år, upplaga, sidor
2004.
Nyckelord [en]
power function, resampling, non-parametric trend test, bootstrap
Nationell ämneskategori
Matematik
Identifikatorer
URN: urn:nbn:se:liu:diva-29418Lokalt ID: 14762OAI: oai:DiVA.org:liu-29418DiVA, id: diva2:250232
Tillgänglig från: 2009-10-09 Skapad: 2009-10-09 Senast uppdaterad: 2010-09-28

Open Access i DiVA

Fulltext saknas i DiVA

Personposter BETA

Nordgaard, Anders

Sök vidare i DiVA

Av författaren/redaktören
Nordgaard, Anders
Av organisationen
Filosofiska fakultetenStatistik
Matematik

Sök vidare utanför DiVA

GoogleGoogle Scholar

urn-nbn

Altmetricpoäng

urn-nbn
Totalt: 26 träffar
RefereraExporteraLänk till posten
Permanent länk

Direktlänk
Referera
Referensformat
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf