Qualms about BCa bootstrap confidence intervals

Shyamal Das Peddada and Girish Patwardhan

Statistics & Probability Letters, 1992, vol. 15, issue 1, 77-83

Abstract: Following the comments of Schenker (1985), Efron (1987) introduced the BCa methodology to construct confidence intervals. In this article we demonstrate that the BCa confidence intervals can degenerate with a very high probability if a [greater-or-equal, slanted] 0.4. On the other hand, if a is small it is not necessary that the BCa intervals perform better in the sense of the size of the confidence interval and/or the coverage probability. This is illustrated by considering the estimation of confidence intervals for the variance components in a two way analysis of variance model.

Keywords: Acceleration; constant; BC; method; BCa; method; confidence; interval; degenerate; variance; components (search for similar items in EconPapers)
Date: 1992
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