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

Gluhovsky, A.; Nielsen, T.

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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Gluhovsky, A. / Nielsen, T.: Brief communication "Improving the actual coverage of subsampling confidence intervals in atmospheric time series analysis". 2012. Copernicus Publications.

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