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Titel |
Brief communication "Improving the actual coverage of subsampling confidence intervals in atmospheric time series analysis" |
VerfasserIn |
A. Gluhovsky, T. Nielsen |
Medientyp |
Artikel
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Sprache |
Englisch
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ISSN |
1023-5809
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Digitales Dokument |
URL |
Erschienen |
In: Nonlinear Processes in Geophysics ; 19, no. 5 ; Nr. 19, no. 5 (2012-09-05), S.473-477 |
Datensatznummer |
250014240
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Publikation (Nr.) |
copernicus.org/npg-19-473-2012.pdf |
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Zusammenfassung |
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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