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Extending the Mann–Kendall test to allow for measurement uncertainty
Statistics ( IF 1.9 ) Pub Date : 2023-05-28 , DOI: 10.1080/02331888.2023.2214942
Stavros Nikolakopoulos 1, 2 , Eric Cator 3 , Mart P. Janssen 4
Affiliation  

The Mann–Kendall test for trend has gained a lot of attention in a range of disciplines, especially in the environmental sciences. One of the drawbacks of the Mann–Kendall test when applied to real data is that no distinction can be made between meaningful and non-meaningful differences in subsequent observations. We introduce the concept of partial ties, which allows inferences while accounting for (non)meaningful difference. We introduce the modified statistic that accounts for such a concept and derive its variance estimator. We also present analytical results for the behaviour of the test in a class of contiguous alternatives. Simulation results which illustrate the added value of the test are presented. We apply our extended version of the test to some real data concerning blood donation in Europe.



中文翻译:

扩展曼-肯德尔测试以考虑测量不确定度

曼-肯德尔趋势检验在一系列学科中引起了广泛关注,特别是在环境科学领域。当应用于实际数据时,曼-肯德尔检验的缺点之一是无法区分后续观察中有意义和无意义的差异。我们引入了部分联系的概念,它允许在考虑(无)有意义的差异的同时进行推理。我们引入了解释这一概念的修正统计量并推导出其方差估计量。我们还提供了一类连续替代方案中测试行为的分析结果。仿真结果说明了测试的附加值。我们将测试的扩展版本应用于欧洲有关献血的一些真实数据。

更新日期:2023-05-28
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