We propose one parametric and one non-parametric method for detection of monotone trends in nutrient concentrations in brackish waters. Both methods take into account that temporal variation in the quality of such waters can be strongly influenced by mixing of salt and fresh water, thus salinity is used as a classification variable in the trend analysis. With the non-parametric approach, Mann-K...

This paper considers the problem of estimating impulse response weights (IRW s) from processes that may be strongly dependent and the related issue of constructing confidence intervals for the estimated IRW s. We compare several approaches including QMLE, and a two step estimator that uses a semi parametric estimate of the long memory parameter in the first step, and also an estimator from fitt...

A version of the nonparametric bootstrap, which resamples the entire subjects from original data, called the case bootstrap, has been increasingly used for estimating uncertainty of parameters in mixed-effects models. It is usually applied to obtain more robust estimates of the parameters and more realistic confidence intervals (CIs). Alternative bootstrap methods, such as residual bootstrap an...

Various bootstraps have been proposed for bootstrapping clustered data from one-way arrays. The simulation results in the literature suggest that some of these methods work quite well in practice; the theoretical results are limited and more mixed in their conclusions. For example, McCullagh reached negative conclusions about the use of non-parametric bootstraps for one-way arrays. The purpose ...

This article considers two similar likelihood-based test statistics for comparing two fixed trees, the Kishino-Hasegawa (KH) test statistic and the likelihood ratio (LR) statistic, as well as a number of different methods for determining thresholds to declare a significant result. An explanation is given for why the KH test, which uses the KH test statistic and normal theory thresholds, need no...

In this paper we propose a nonparametric test for conditional heteroskedasticity based on a new measure of nonparametric goodness-of-fit (R2). In analogy with the ANOVA tools for classical linear regression models, the nonparametric R2 is obtained for the local polynomial regression of the residuals from a parametric regression on some covariates. It is close to 0 under the null hypothesis of c...