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A resampl ing technique for estimating the powerof non-parametric trend tests
Linköping University, Faculty of Arts and Sciences. Linköping University, Department of Computer and Information Science, The Division of Statistics and Machine Learning.ORCID iD: 0000-0001-9385-5443
Linköping University, Department of Computer and Information Science, The Division of Statistics and Machine Learning. Linköping University, Faculty of Arts and Sciences.
2016 (English)In: Environmetrics, ISSN 1180-4009, E-ISSN 1099-095X, Vol. 17, p. 257-267Article in journal (Refereed) Published
Abstract [en]

The power of Mann–Kendall tests and other non-parametric trend tests is normally estimated by performingMonte Carlo simulations in which artificial data are generated according to simple parametric models. Here weintroduce a resampling technique for power assessments that can be fully automated and accommodate almost anyvariation in the collected time series data. A rank regression model is employed to extract error terms representingirregular variation in data that are collected over several seasons and may contain a non-linear trend. Thereafter,an autoregressive moving average (ARMA) bootstrap method is used to generate new time series of error termsfor power simulations. A study of water quality data from two Swedish rivers illustrates how our methodcan provide site- and variable-specific information about the power of the Hirsch and Slack test for monotonictrends. In particular, we show how to clarify the impact of sampling frequency on the power of the trend tests.

Place, publisher, year, edition, pages
John Wiley & Sons, 2016. Vol. 17, p. 257-267
Keyword [en]
resampling; power function; trend testing; non-parametric; monitoring; time series
National Category
Probability Theory and Statistics Environmental Sciences
Identifiers
URN: urn:nbn:se:liu:diva-143764DOI: 10.1002/env.746OAI: oai:DiVA.org:liu-143764DiVA, id: diva2:1166761
Available from: 2017-12-15 Created: 2017-12-15 Last updated: 2017-12-20

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf