liu.seSearch for publications in DiVA
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet 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, Institutionen för datavetenskap, Statistik.
Linköpings universitet, Filosofiska fakulteten. Linköpings universitet, Matematiska institutionen, Statistik.
2006 (engelsk)Inngår i: Environmetrics, ISSN 1180-4009, E-ISSN 1099-095X, Vol. 17, nr 3, s. 257-267Artikkel i tidsskrift (Fagfellevurdert) 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.

sted, utgiver, år, opplag, sider
2006. Vol. 17, nr 3, s. 257-267
Emneord [en]
resampling, power function, trend testing, non-parametric, monitoring, time series
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-46037DOI: 10.1002/env.746OAI: oai:DiVA.org:liu-46037DiVA, id: diva2:266933
Tilgjengelig fra: 2009-10-11 Laget: 2009-10-11 Sist oppdatert: 2017-12-13

Open Access i DiVA

Fulltekst mangler i DiVA

Andre lenker

Forlagets fulltekst

Person

Grimvall, Anders

Søk i DiVA

Av forfatter/redaktør
Grimvall, Anders
Av organisasjonen
I samme tidsskrift
Environmetrics

Søk utenfor DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric

doi
urn-nbn
Totalt: 115 treff
RefereraExporteraLink to record
Permanent link

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