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

DOI10.1080/00949650410001729409zbMATH Open1061.62074OpenAlexW2047841146MaRDI QIDQ4675841FDOQ4675841

Authors: Alexander Gluhovsky, Martin Zihlbauer, Dimitris Politis 

Publication date: 6 May 2005

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650410001729409

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zbMATH Keywords

atmospheric data analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to environmental and related topics (62P12) Meteorology and atmospheric physics (86A10)

Cites Work

• Automatic Block-Length Selection for the Dependent Bootstrap
• Resampling methods for dependent data
• Block length selection in the bootstrap for time series
• On blocking rules for the bootstrap with dependent data
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Theoretical comparisons of block bootstrap methods
• Adaptive bandwidth choice
• Data-Based Choice of Batch Size for Simulation Output Analysis
• Efficiency and robustness in subsampling for dependent data

Cited In (3)

• Subsampling Methodology for the Analysis of Nonlinear Atmospheric Time Series
• Comparison of pivotals for confidence bounds and intervals for the mean of a stationary time series
• Subsampling (weighted smooth) empirical copula processes

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