2012
DOI: 10.1002/hyp.8438
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Block bootstrap for Mann–Kendall trend test of serially dependent data

Abstract: Abstract:Mann-Kendall (MK) test for trend detection must be modified when the data are serially correlated, to prevent the detection of false trends. Various approaches are developed for this purpose, such as prewhitening, trend-free prewhitening, variance correction and block bootstrap. Each method has its own Type I and Type II errors. In this study, the errors of block bootstrapping MK test are estimated by a simulation study and compared with other methods. Optimal block length that minimizes the Type I er… Show more

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Cited by 155 publications
(99 citation statements)
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“…Thus, it may be assumed that using the parametric distributions to assess the probability of occurrence of the Pre-extrem data will result in loss of no significant information due to the presence of serial correlation (Maia et al, 2007). This lack of temporal persistence also allowed us to apply the MK test in its original form (Önöz & Bayazit, 2011, among many others).…”
Section: Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…Thus, it may be assumed that using the parametric distributions to assess the probability of occurrence of the Pre-extrem data will result in loss of no significant information due to the presence of serial correlation (Maia et al, 2007). This lack of temporal persistence also allowed us to apply the MK test in its original form (Önöz & Bayazit, 2011, among many others).…”
Section: Resultsmentioning
confidence: 99%
“…The MannKendall (MK) test (Kendall & Stuart, 1967) was used to evaluate the presence of climate trends in the Pre-extrem data. According to Önöz & Bayazit (2011) the MK test can be seen as one of the most used non parametric methods for trend detection.…”
Section: Methodsmentioning
confidence: 99%
“…However, if a positive serial correlation exists, the probability of detecting a false significant trend increases , in which case pre-whitening methods need to be applied to remove the serial correlation. To avoid eliminating part of the temporal trend itself (which would result in underestimating the probability of detecting a significant trend), the trend-free pre-whitening (TFPW) and modified TFPW methods have been developed Önöz and Bayazit, 2012) along with other methods such as bootstrap method or variance correlation (see Khaliq et al, 2009, for a review).…”
Section: (I) Change Analysis Of Individual Time Seriesmentioning
confidence: 99%
“…From a statistical standpoint, there is a debate over the methods used to detect this long-term trend (e.g., [25]); 2. From a hydrological standpoint, the long-term trend contribution to the determination of factors that cause shifts in the mean of a hydrological series is very limited; 3.…”
Section: + = T Tmentioning
confidence: 99%