More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series

Mathematical Geosciences

Volumn 46, Issue 4, 2014, Pages 411-427

  Olafsdottir K B ^a,b   Mudelsee, M ^a  

^a Climate Risk Analysis   (Germany)

^b UNIVERSITY OF BREMEN   (Germany)

Author keywords

Bootstrap resampling; Calibrated confidence interval; Climate time series; Monte Carlo simulations; Pearson's correlation coefficient

Indexed keywords

AUTOMATIC TRAIN CONTROL; CALIBRATION; CORRELATION METHODS; ESTIMATION; MONTE CARLO METHODS; TIME SERIES;

BOOTSTRAP CONFIDENCE INTERVAL; BOOTSTRAP RE-SAMPLING TECHNIQUES; BOOTSTRAP RESAMPLING; CONFIDENCE INTERVAL; CORRELATION COEFFICIENT; MONTE CARLO EXPERIMENTS; PEARSON'S CORRELATION COEFFICIENTS; TIME-DEPENDENT VARIABLES;

FINANCIAL DATA PROCESSING;

ACCURACY ASSESSMENT; BOOTSTRAPPING; CALIBRATION; CORRELATION; MONTE CARLO ANALYSIS; NUMERICAL MODEL; TIME SERIES ANALYSIS;

EID: 84900396450     PISSN: 18748961     EISSN: 18748953     Source Type: Journal    
DOI: 10.1007/s11004-014-9523-4     Document Type: Article

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