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Asymptotic distribution of Mann's test for trend for m-dependent seasonal observations

Zetterqvist, Lena LU (1988) In Scandinavian Journal of Statistics 15(2). p.81-95
Abstract
Mann proposed a non-parametric test for trend for independent non-seasonal observations. In this paper we generalize the test to m-dependent seasonal observations. Furthermore, an estimator of trend, based on Kendall's tau, is studied and its asymptotic distribution is proved to be normal. The results are exemplified by a moving average process.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
non-parametric trend analysis, seasonal observations, trend estimator
in
Scandinavian Journal of Statistics
volume
15
issue
2
pages
81 - 95
publisher
Wiley-Blackwell
ISSN
1467-9469
language
English
LU publication?
yes
id
0967a495-c9a2-4f80-bdc9-55337afde8f6 (old id 1715358)
alternative location
http://www.jstor.org/stable/4616089
date added to LUP
2016-04-01 12:24:36
date last changed
2018-11-21 20:07:05
@article{0967a495-c9a2-4f80-bdc9-55337afde8f6,
  abstract     = {{Mann proposed a non-parametric test for trend for independent non-seasonal observations. In this paper we generalize the test to m-dependent seasonal observations. Furthermore, an estimator of trend, based on Kendall's tau, is studied and its asymptotic distribution is proved to be normal. The results are exemplified by a moving average process.}},
  author       = {{Zetterqvist, Lena}},
  issn         = {{1467-9469}},
  keywords     = {{non-parametric trend analysis; seasonal observations; trend estimator}},
  language     = {{eng}},
  number       = {{2}},
  pages        = {{81--95}},
  publisher    = {{Wiley-Blackwell}},
  series       = {{Scandinavian Journal of Statistics}},
  title        = {{Asymptotic distribution of Mann's test for trend for m-dependent seasonal observations}},
  url          = {{http://www.jstor.org/stable/4616089}},
  volume       = {{15}},
  year         = {{1988}},
}