Mann-Kendall tests for trend detection in early warning signals of critical transitions suffer from inflated type I error rates because empirical distributions of the test statistic deviate from the assumed Gaussian form in autocorrelated data.
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On the robustness of Mann-Kendall tests used to forecast critical transitions
Mann-Kendall tests for trend detection in early warning signals of critical transitions suffer from inflated type I error rates because empirical distributions of the test statistic deviate from the assumed Gaussian form in autocorrelated data.