Improving the actual coverage of subsampling confidence intervals in atmospheric time series analysis

被引:0
|
作者
Gluhovsky, A. [1 ,2 ]
Nielsen, T. [2 ]
机构
[1] Purdue Univ, Dept Earth Atmospher & Planetary Sci, W Lafayette, IN 47907 USA
[2] Purdue Univ, Dept Stat, W Lafayette, IN 47907 USA
基金
美国国家科学基金会;
关键词
D O I
10.5194/npg-19-473-2012
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
In atmospheric time series analysis, where only one record is typically available, subsampling (which works under the weakest assumptions among resampling methods), is especially useful. In particular, it yields large-sample confidence intervals of asymptotically correct coverage probability. Atmospheric records, however, are often not long enough, causing a substandard coverage of subsampling confidence intervals. In the paper, the subsampling methodology is extended to become more applicable in such practically important cases.
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收藏
页码:473 / 477
页数:5
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