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Performance of partial Mann–Kendall tests for trend detection in the presence of covariates

✍ Scribed by Claudia Libiseller; Anders Grimvall


Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
196 KB
Volume
13
Category
Article
ISSN
1180-4009

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## Abstract This paper considers the problem of testing for the presence of stochastic trends in multivariate time series with structural breaks. The breakpoints are assumed to be known. The testing framework is the multivariate locally best invariant test and the common trend test of Nyblom and Ha