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A resampling technique for estimating the power of non-parametric trend tests
Linköping University, Faculty of Arts and Sciences. Linköping University, Department of Computer and Information Science, Statistics.
Linköping University, Faculty of Arts and Sciences. Linköping University, Department of Mathematics, Statistics .
2006 (English)In: Environmetrics, ISSN 1180-4009, Vol. 17, no 3, 257-267 p.Article in journal (Refereed) Published
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 in the collected time series data. A rank regression model is employed to extract error terms representing irregular 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 terms for power simulations. A study of water quality data from two Swedish rivers illustrates 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 to clarify the impact of sampling frequency on the power of the trend tests. Copyright (c) 2006 John Wiley & Sons, Ltd.

Place, publisher, year, edition, pages
2006. Vol. 17, no 3, 257-267 p.
Keyword [en]
resampling, power function, trend testing, non-parametric, monitoring, time series
National Category
Social Sciences
URN: urn:nbn:se:liu:diva-46037DOI: 10.1002/env.746OAI: diva2:266933
Available from: 2009-10-11 Created: 2009-10-11 Last updated: 2010-03-04

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ReferencesLink to record
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