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A modified Mann-Kendall trend test for autocorrelated data

✍ Scribed by Khaled H. Hamed; A. Ramachandra Rao


Book ID
117139586
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
913 KB
Volume
204
Category
Article
ISSN
0022-1694

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## 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 me