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Journal of Statistical Computation and Simulation Volume 75, 2005 - Issue 5
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Original Articles

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

Alexander Gluhovsky Department of Earth and Atmospheric Sciences and Department of Statistics, Purdue University, West Lafayette, IN, 47907, USA
,
Martin Zihlbauer Center for Mathematical Sciences, Munich University of Technology, D-85748, Garching, Germany
&
Dimitris N. Politis Department of Mathematics, University of California, San Diego, La Jolla, CA, 92093, USACorrespondence[email protected]
Pages 381-389 | Received 12 Apr 2003, Published online: 01 Feb 2007

References

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  • Hall , P. , Horowitz , J. L. and Jing , B.-Y. 1995 . On blocking rules for the bootstrap with dependent data . Biometrika , 82 : 561 – 574 .
  • Bühlmann , P. and Künsch , H. 1999 . Block length selection in the bootstrap for time series . Computational Statistics and Data Analysis , 31 : 295 – 310 .
  • Lahiri , S. N. 1999 . Theoretical comparisons of block bootstrap methods . Annals of Statistics , 27 : 386 – 404 .
  • Lahiri , S. N. 2003 . Resampling Methods for Dependent Data , New York : Springer .
  • Politis , D. N. and White , H. 2004 . Automatic block-length selection for the dependent bootstrap . Economic Reviews , 23 : 53 – 70 .
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  • Polansky , A. M. 1999 . Upper bounds on the true coverage of bootstrap percentile type confidence intervals . The American Statistician , 53 : 362 – 369 .
  • Agee , E. M. and Gilbert , S. R. 1989 . An aircraft investigation of mesoscale convection over Lake Michigan during the 10 January 1984 cold air outbreak . Journal of the Atmospheric Sciences , 46 : 1877 – 1897 .
  • Gluhovsky , A. and Agee , E. 1994 . A definitive approach to turbulence statistical studies in planetary boundary layers . Journal of the Atmospheric Sciences , 51 : 1682 – 1690 .
  • Yaglom , A. 1987 . Correlation Theory of Stationary and Related Random Functions , Springer .
  • Politis , D. N. and Romano , J. P. 1992 . “ A circular block-resampling procedure for stationary data ” . In Exploring the Limits of Bootstrap , Edited by: LePage , R. and Billard , L. 263 – 270 . John Wiley .
  • Sherman , M. 1998a . Efficiency and robustness in subsampling for dependent data . Journal of Statistical Planning and Inference , 75 : 133 – 146 .
  • Sherman , M. 1998b . On databased choice of batch size for simulation output analysis . Simulation , 71 : 38 – 47 .
  • Gluhovsky , A. and Politis , D. N. 2002 . Subsampling-based inference for parameters of the atmospheric boundary layer . Computing Science and Statistics , 34 : 401 – 407 .

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