Table 9 Estimated MSE for robust and non-robust estimators at 10% outliers, \(p=8\), and \(\beta _0=-1\).
\(\theta\) | n | Non-robust estimator | Robust estimator | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PMLE | PRRE | PMRTE | PTPE | PMT | PMT-RRE | PMT-MRTE | PMT-TPE | ||||||||
- | \({\hat{k}}_1\) | \({\hat{k}}_2\) | \({\hat{k}}_1\) | \({\hat{k}}_2\) | \({\hat{k}}_1\) | \({\hat{k}}_2\) | - | \({\hat{k}}_1\) | \({\hat{k}}_2\) | \({\hat{k}}_1\) | \({\hat{k}}_2\) | \({\hat{k}}_1\) | \({\hat{k}}_2\) | ||
0.85 | 30 | 9.24468 | 8.80887 | 8.53504 | 8.53504 | 7.69007 | 5.72599 | 5.37831 | 5.62264 | 5.25393 | 4.95916 | 4.95916 | 4.38809 | 3.01407 | 2.78367 |
75 | 3.79193 | 3.70595 | 3.60021 | 3.60021 | 3.57212 | 3.35871 | 3.33915 | 0.96671 | 0.91865 | 0.85969 | 0.85969 | 0.85459 | 0.75283 | 0.75052 | |
100 | 2.98261 | 2.951 | 2.90773 | 2.90773 | 2.91629 | 2.85179 | 2.86062 | 0.43249 | 0.41794 | 0.40097 | 0.40097 | 0.4051 | 0.3799 | 0.38384 | |
200 | 2.57561 | 2.56293 | 2.54578 | 2.54578 | 2.55032 | 2.52505 | 2.5298 | 0.17105 | 0.16979 | 0.16828 | 0.16828 | 0.16876 | 0.1666 | 0.16706 | |
300 | 1.89361 | 1.89073 | 1.8889 | 1.8889 | 1.8898 | 1.88583 | 1.88674 | 0.07651 | 0.07651 | 0.07648 | 0.07648 | 0.07649 | 0.07649 | 0.07649 | |
400 | 1.57277 | 1.57099 | 1.56986 | 1.56986 | 1.57043 | 1.56798 | 1.56855 | 0.05359 | 0.05385 | 0.05396 | 0.05396 | 0.05389 | 0.05422 | 0.05414 | |
0.90 | 30 | 16.14988 | 14.40514 | 13.68641 | 13.68641 | 9.58246 | 8.33414 | 7.77839 | 7.19879 | 6.62428 | 6.07832 | 6.07832 | 5.39818 | 4.91964 | 4.89019 |
75 | 5.21724 | 5.16923 | 5.09612 | 5.09612 | 5.08481 | 4.9491 | 4.93976 | 0.58517 | 0.57041 | 0.54957 | 0.54957 | 0.55026 | 0.51698 | 0.51778 | |
100 | 3.97745 | 3.9498 | 3.90578 | 3.90578 | 3.91291 | 3.84896 | 3.85638 | 0.37115 | 0.36312 | 0.3519 | 0.3519 | 0.35442 | 0.33852 | 0.34095 | |
200 | 2.06394 | 2.05972 | 2.05311 | 2.05311 | 2.05184 | 2.0383 | 2.03714 | 0.32991 | 0.32919 | 0.32806 | 0.32806 | 0.32743 | 0.32441 | 0.32381 | |
300 | 1.93475 | 1.92997 | 1.92624 | 1.92624 | 1.92794 | 1.92089 | 1.92266 | 0.13758 | 0.13717 | 0.13666 | 0.13666 | 0.13668 | 0.13582 | 0.13585 | |
400 | 1.5233 | 1.51917 | 1.51421 | 1.51421 | 1.51498 | 1.5067 | 1.50753 | 0.0839 | 0.08391 | 0.0839 | 0.0839 | 0.0839 | 0.08392 | 0.08392 | |
0.95 | 30 | 33.13313 | 30.99214 | 29.94129 | 29.94129 | 21.92505 | 8.68921 | 7.45066 | 12.37094 | 9.12975 | 7.96497 | 7.96497 | 7.28029 | 6.33418 | 5.28013 |
75 | 6.01856 | 5.7262 | 5.42791 | 5.42791 | 5.1605 | 4.33829 | 4.17713 | 2.38252 | 2.1669 | 1.93363 | 1.93363 | 1.83247 | 1.38434 | 1.32659 | |
100 | 4.98359 | 4.95238 | 4.90507 | 4.90507 | 4.90113 | 4.81609 | 4.81295 | 0.42532 | 0.41746 | 0.40581 | 0.40581 | 0.40621 | 0.38748 | 0.38792 | |
200 | 3.36248 | 3.33756 | 3.30207 | 3.30207 | 3.30646 | 3.2507 | 3.25527 | 0.24176 | 0.23755 | 0.23207 | 0.23207 | 0.23321 | 0.22489 | 0.22601 | |
300 | 2.65728 | 2.64288 | 2.62076 | 2.62076 | 2.62584 | 2.59444 | 2.59972 | 0.16494 | 0.16339 | 0.1612 | 0.1612 | 0.16174 | 0.15863 | 0.15917 | |
400 | 1.86311 | 1.85555 | 1.84688 | 1.84688 | 1.84935 | 1.83547 | 1.83795 | 0.13784 | 0.13605 | 0.13444 | 0.13444 | 0.13499 | 0.13216 | 0.1327 | |
0.99 | 30 | 191.1005 | 178.74857 | 172.26102 | 172.26102 | 83.71255 | 11.89341 | 9.60422 | 95.48614 | 81.39036 | 73.9763 | 73.9763 | 68.24092 | 29.06921 | 27.2848 |
75 | 28.48794 | 27.02167 | 25.54074 | 25.54074 | 20.18399 | 18.9101 | 16.40827 | 11.85093 | 10.9902 | 10.08966 | 10.08966 | 7.77096 | 3.47256 | 2.79366 | |
100 | 18.29479 | 18.03062 | 17.71758 | 17.71758 | 16.83566 | 13.92143 | 13.29848 | 2.99294 | 2.93642 | 2.86098 | 2.86098 | 2.70598 | 2.17912 | 2.07122 | |
200 | 8.73154 | 8.62073 | 8.45171 | 8.45171 | 8.24594 | 7.49625 | 7.32191 | 1.46135 | 1.4414 | 1.41012 | 1.41012 | 1.37734 | 1.24205 | 1.21431 | |
300 | 7.30767 | 7.24179 | 7.12629 | 7.12629 | 7.04069 | 6.72642 | 6.64939 | 0.59742 | 0.58942 | 0.57559 | 0.57559 | 0.56628 | 0.53014 | 0.52189 | |
400 | 5.88016 | 5.82719 | 5.73104 | 5.73104 | 5.68413 | 5.47101 | 5.42896 | 0.40884 | 0.40333 | 0.39332 | 0.39332 | 0.38937 | 0.36882 | 0.36534 |