Articles | Volume 24, issue 1
https://doi.org/10.5194/hess-24-473-2020
https://doi.org/10.5194/hess-24-473-2020
Research article
 | 
29 Jan 2020
Research article |  | 29 Jan 2020

Numerical investigation on the power of parametric and nonparametric tests for trend detection in annual maximum series

Vincenzo Totaro, Andrea Gioia, and Vito Iacobellis

Download

Interactive discussion

Status: closed
Status: closed
AC: Author comment | RC: Referee comment | SC: Short comment | EC: Editor comment
Printer-friendly Version - Printer-friendly version Supplement - Supplement

Peer-review completion

AR: Author's response | RR: Referee report | ED: Editor decision
ED: Publish subject to minor revisions (further review by editor) (04 Nov 2019) by Giuliano Di Baldassarre
AR by Vincenzo Totaro on behalf of the Authors (13 Nov 2019)  Author's response   Manuscript 
ED: Publish as is (03 Dec 2019) by Giuliano Di Baldassarre
AR by Vincenzo Totaro on behalf of the Authors (10 Dec 2019)
Download
Short summary
We highlight the need for power evaluation in the application of null hypothesis significance tests for trend detection in extreme event analysis. In a wide range of conditions, depending on the underlying distribution of data, the test power may reach unacceptably low values. We propose the use of a parametric approach, based on model selection criteria, that allows one to choose the null hypothesis, to select the level of significance, and to check the test power using Monte Carlo experiments.