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Nonlinear Processes in Geophysics An interactive open-access journal of the European Geosciences Union
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Volume 19, issue 5
Nonlin. Processes Geophys., 19, 473–477, 2012
https://doi.org/10.5194/npg-19-473-2012
© Author(s) 2012. This work is distributed under
the Creative Commons Attribution 3.0 License.
Nonlin. Processes Geophys., 19, 473–477, 2012
https://doi.org/10.5194/npg-19-473-2012
© Author(s) 2012. This work is distributed under
the Creative Commons Attribution 3.0 License.

Brief communication 05 Sep 2012

Brief communication | 05 Sep 2012

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

A. Gluhovsky1 and T. Nielsen2 A. Gluhovsky and T. Nielsen
  • 1Department of Earth, Atmospheric, and Planetary Sciences and Department of Statistics, Purdue University, West Lafayette, IN 47907, USA
  • 2Department of Statistics, Purdue University, West Lafayette, IN 47907, USA

Abstract. 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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