Briffa et al [Holocene 2002] describes a procedure for estimating confidence intervals that is applied in Jones et al [2001] as well. Bloomfield (pers. comm.) is cited as a source, although it’s inconceivable that he was aware of the Briffa truncation. I don’t see how you can claim precise confidence intervals when your post-1960 completely […]
We have a number of readers who are highly qualified econometricians. I think that initially they find it hard to believe the description of Hockey Team statistical practices. Martin Ringo is one such reader, who has a doctorate in "finite sample properties of a variety of feasible, generalized least squares estimators". He’s sent in the […]
MBH98 and subsequent Mannian papers (MBH99, Rutherford et al , 2005) report briefly that they tested calibration residuals (not verification residuals) for normality and whiteness. These results are used to calculate confidence intervals. They do not use typical tests for whiteness e.g. Ljung-Box portmanteau statistic used not just in econometrics, but also in climate e.g. […]
I don’t think that people entirely appreciate the absurdity of the views of Gavin and Rasmus that consideration of persistence in climate somehow "pitches statistics against physics". If climate scientists are seeking more familiar authority for just how preposterous this claim is, they need look no further than Trenberth [1984], previously discussed on this blog […]
I mentioned a few days ago that a serious discussion had threatened to break out at realclimate, where Demetris Koutsoyannis had posted up some astute commentary. He has recently dropped in here as well. I was unfamiliar with his work prior to this recent introduction. He has written extensively on climate, much of which has […]
Let’s look again at what Rasmus was saying before Gavin sent him to the end of the bench. He argued that Cohn and Lins were sucking and blowing by calibrating the autocorrelation on instrumental records, which themselves contained a trend. Gavin endorsed this position. On the face of it, this seems like a plausible criticism. […]
Benestad at realclimate here, against Cohn and Lins, argues that their use of time series methods more advanced than Benestad’s IID, somehow offended against the laws of physics, "pitching statistics against physics" – plus other gems. It has to be read to be believed. Now white noise (equivalent to Benestad’s IID, independent identically distributed residuals) […]
Cohn and Lins [GRL 2005] , engagingly titled “Nature’s Style: Naturally Trendy”, questions whether recent trends in temperature can be classified as statistically significant, if considered from a more general perspective, including stochastic processes other than white noise. Some of the issues will be familiar to readers of this blog, although the treatment in Cohn […]
When I was thinking about spurious regression and ARMA(1,1) here , I mentioned a paper by Ai Deng [2005], which I found interesting. Deng has noted up this mention at his website as follows Click here to visit a web blog hosted by Steve McIntyre that contains some interesting discussions about Ferson et al. (2003) […]
Here’s an interesting calculation showing remarkable coherence between multiproxy averages of red noise, when proxies are shared.
Climate Audit 