Far East Journal of Theoretical Statistics
Volume 28, Issue 1, Pages 9 - 19
(May 2009)
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MANN-KENDALL TEST WITH MISSING DATA
Chadi Ghariani (France) and Nicolas Molinari (France)
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Abstract: The Mann-Kendall test for testing a time trend monotone of the variable is written as a U-statistic whose kernel is modified to take into account missing data. Under independence assumptions, the asymptotic distribution of the statistic is given and used to construct the test. |
Keywords and phrases: U-statistics, Mann-Kendall test, missing data. |
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