Articles | Volume 19, issue 5
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. Gluhovsky and T. Nielsen

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.