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A simple test for detecting non‐linear trend
Author(s) -
ElShaarawi A. H.,
Niculescu Stefan P.
Publication year - 1993
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.3170040206
Subject(s) - test statistic , estimator , statistics , asymptotic distribution , test (biology) , mathematics , statistic , simple (philosophy) , parametric statistics , sequence (biology) , normality , computer science , statistical hypothesis testing , paleontology , philosophy , epistemology , biology , genetics
A test statistic for detecting the presence of a non‐linear trend in a sequence of independent observations is proposed. The test is useful for determining when the use of the non‐parametric slope estimator as a summary of the trend is appropriate. The asymptotic normality of the test is established and simulation results indicate its accuracy for practical applications. An example is used to illustrate the test.