Asymptotic distribution of Mann's test for trend for m-dependent seasonal observations
(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:
https://lup.lub.lu.se/record/1715358
- author
- Zetterqvist, Lena LU
- organization
- publishing date
- 1988
- 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}}, }