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Record W1649419507 · doi:10.1002/env.2250

Bootstrap rank tests for trend in time series

2013· article· en· W1649419507 on OpenAlexaff
Paul Cabilio, Y. Zhang, X. Chen

Bibliographic record

VenueEnvironmetrics · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsAcadia University
Fundersnot available
KeywordsMathematicsSieve (category theory)Series (stratigraphy)Test statisticIndependence (probability theory)StatisticsNull (SQL)Applied mathematicsNull hypothesisRank (graph theory)Block (permutation group theory)StatisticMonotonic functionNull distributionStatistical hypothesis testingEconometricsComputer scienceCombinatoricsMathematical analysis

Abstract

fetched live from OpenAlex

The Mann–Kendall (MK) test is a popular test for monotonic trend when the observations are independent, but its null distribution properties under independence do not apply to the situation where the observations are dependent. We provide block and sieve bootstrap methods for approximating the null distribution of MK in such a situation. In the case of the block bootstrap, when the observations follow a weakly dependentβ mixingprocess, such an approximation is based on the determination that MK and its block bootstrap counterpart are asymptotically normal. In addition, we note that sieve methods are applicable to a statistic that is asymptotically equivalent to MK. Simulations are conducted to compare the significance levels achieved by both block and sieve bootstrap methods for various models. An effective procedure is proposed for testing for trend when the form of the underlying process is unknown. Copyright © 2013 John Wiley & Sons, Ltd.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.008
metaresearch head score (Gemma)0.081
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.008
Threshold uncertainty score0.042

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.081
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0030.003
Science and technology studies0.0010.001
Scholarly communication0.0010.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0070.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.042
GPT teacher head0.224
Teacher spread0.182 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations7
Published2013
Admission routes1
Has abstractyes

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