Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration

被引：7

作者：

Gluhovsky, A

Zihlbauer, M

Politis, DN ^{[1
]}

机构：

[1] Purdue Univ, Dept Earth & Atmospher Sci, W Lafayette, IN 47907 USA

[2] Purdue Univ, Dept Stat, W Lafayette, IN 47907 USA

[3] Tech Univ Munich, Ctr Math Sci, D-85748 Garching, Germany

[4] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2005年 / 75卷 / 05期

基金：

美国国家科学基金会;

关键词：

subsampling; nonparametric estimation; time series; confidence intervals; atmospheric data analysis;

D O I：

10.1080/00949650410001729409

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Problems of practical implementation of the computer intensive subsampling methodology are addressed by Monte Carlo simulations of a situation typical for atmospheric time series. The motivating data were collected under Lake-Effect Snow Studies Project in the winter of 1983-1984 over Lake Michigan. Certain enhancements of subsampling methodology are suggested specifically on the issue of optimal block size choice.

引用

页码：381 / 389

页数：9

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