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Qualms about BCa bootstrap confidence intervals

Author

Listed:
  • Peddada, Shyamal Das
  • Patwardhan, Girish

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.

Suggested Citation

  • Peddada, Shyamal Das & Patwardhan, Girish, 1992. "Qualms about BCa bootstrap confidence intervals," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 77-83, September.
    • Handle: RePEc:eee:stapro:v:15:y:1992:i:1:p:77-83
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    Cited by:

    1. Peddada, Shyamal Das, 1997. "Confidence interval estimation of population means subject to order restrictions using resampling procedures," Statistics & Probability Letters, Elsevier, vol. 31(4), pages 255-265, February.

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