Abstract #300855

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JSM 2003 Abstract #300855
Activity Number: 88
Type: Contributed
Date/Time: Monday, August 4, 2003 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #300855
Title: Subsampling Confidence Intervals: Block Size Choice and Calibration for Atmospheric Data
Author(s): Alexander Gluhovsky*+ and Dimitris N. Politis
Companies: Purdue University and University of California, San Diego
Address: Dept. of Statistics, West Lafayette, IN, 47907-2067,
Keywords: nonparametric estimation ; subsampling ; confidence intervals ; time series ; atmospheric data analysis
Abstract:

Problems of practical implementation of the subsampling methodology for atmospheric time series are addressed. The data were collected under Project LESS (Lake-Effect Snow Studies) in winter 1983-84 over Lake Michigan. The choice of a block size in subsampling is a difficult problem common to all blocking methods. The asymptotic conditions for consistency of the subsampling method do not give much guidance for the choice of a block size in the practical case of a finite sample. The performance of existing block size selection and calibration methods is examined by Monte Carlo simulations with models possessing statistical properties typical for atmospheric time series. Certain enhancements of these methods are suggested.

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