Table 5 Comparison of Bias, MSE, MRE for parameter estimateswhen \(\alpha = 0.20\); \(\beta = 0.95\); \(\gamma = 1.15\);\(\delta = 0.25\); and \(\lambda = 1.05\).
Sample size | Value | Parameter | Methods of estimation | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
\(\kappa_{1}\) | \(\kappa_{2}\) | \(\kappa_{3}\) | \(\kappa_{4}\) | \(\kappa_{5}\) | \(\kappa_{6}\) | \(\kappa_{7}\) | \(\kappa_{8}\) | \(\kappa_{9}\) | \(\kappa_{10}\) | |||
20 | Bias [ranks] | \(\alpha\) | 0.9067 [7] | 0.9267 [8] | 0.7723 [5] | 0.8021 [6] | 1.0964 [9] | 0.5963 [4] | 1.1732 [10] | 0.2400 [3] | 0.0682 [1] | 0.0740 [2] |
\(\beta\) | 2.6788 [4] | 5.0875 [9] | 4.0345 [6] | 2.4698 [3] | 4.7464 [7] | 5.0196 [8] | 6.2200 [10] | 3.3221 [5] | 0.3904 [1] | 0.9405 [2] | ||
\(\gamma\) | 0.5789 [8] | 0.5244 [7] | 0.6380 [10] | 0.5034 [5] | 0.5827 [9] | 0.4773 [3] | 0.4992 [4] | 0.5143 [6] | 0.2215 [2] | 0.1866 [1] | ||
\(\delta\) | 0.1661 [3] | 0.2332 [8] | 0.2150 [5] | 0.2228 [6] | 0.2518 [9] | 0.3477 [10] | 0.1923 [4] | 0.2287 [7] | 0.0976 [1] | 0.1162 [2] | ||
\(\lambda\) | 2.3726 [8] | 1.2387 [4] | 3.2135 [10] | 2.3487 [7] | 3.1940 [9] | 1.6740 [5] | 1.6799 [6] | 1.0958 [3] | 0.4464 [1] | 0.5556 [2] | ||
MSE [ranks] | \(\alpha\) | 66.247 [7] | 84.528 [8] | 65.827 [6] | 53.761 [5] | 89.890 [9] | 39.366 [4] | 117.20 [10] | 1.2769 [3] | 0.0226 [2] | 0.0184 [1] | |
\(\beta\) | 176.33 [5] | 669.87 [9] | 551.33 [8] | 163.75 [4] | 517.84 [7] | 261.36 [6] | 1724.1 [10] | 113.75 [3] | 3.9492 [1] | 18.110 [2] | ||
\(\gamma\) | 0.7300 [10] | 0.5157 [5] | 0.6310 [9] | 0.5558 [7] | 0.5527 [6] | 0.3835 [3] | 0.4846 [4] | 0.6075 [8] | 0.0972 [2] | 0.0696 [1] | ||
\(\delta\) | 0.0534 [2] | 0.1720 [8] | 0.0917 [5] | 0.2204 [9] | 0.1603 [7] | 0.4399 [10] | 0.0877 [4] | 0.1009 [6] | 0.0176 [1] | 0.0581 [3] | ||
\(\lambda\) | 122.02 [8] | 26.433 [5] | 192.63 [10] | 150.39 [9] | 120.75 [7] | 21.831 [3] | 24.656 [4] | 38.396 [6] | 0.5691 [1] | 1.5900 [2] | ||
MRE [ranks] | \(\alpha\) | 4.5337 [7] | 4.6335 [8] | 3.8613 [5] | 4.0106 [6] | 5.4821 [9] | 2.9816 [4] | 5.8661 [10] | 1.2002 [3] | 0.3409 [1] | 0.3701 [2] | |
\(\beta\) | 2.8198 [4] | 5.3552 [9] | 4.2468 [6] | 2.5998 [3] | 4.9962 [7] | 5.2838 [8] | 6.5474 [10] | 3.4970 [5] | 0.4109 [1] | 0.9900 [2] | ||
\(\gamma\) | 0.5034 [8] | 0.4560 [7] | 0.5548 [10] | 0.4377 [5] | 0.5067 [9] | 0.4151 [3] | 0.4341 [4] | 0.4472 [6] | 0.1926 [2] | 0.1623 [1] | ||
\(\delta\) | 0.6642 [3] | 0.9330 [8] | 0.8601 [5] | 0.8913 [6] | 1.0070 [9] | 1.3908 [10] | 0.7691 [4] | 0.9147 [7] | 0.3904 [1] | 0.4648 [2] | ||
\(\lambda\) | 2.2596 [8] | 1.1797 [4] | 3.0605 [10] | 2.2369 [7] | 3.0419 [9] | 1.5943 [5] | 1.600 [6] | 1.0436 [3] | 0.4252 [1] | 0.5291 [2] | ||
Sum ranks [ranks] | Â | 92 [6] | 107 [8] | 110 [9] | 88 [5] | 122 [10] | 86 [4] | 100 [7] | 74 [3] | 19 [1] | 27 [2] | |
50 | Bias [ranks] | \(\alpha\) | 0.1621 [4] | 0.1536 [3] | 0.1940 [9] | 0.6141 [10] | 0.1923 [8] | 0.1674 [6] | 0.1662 [5] | 0.1727 [7] | 0.0532 [1] | 0.0557 [2] |
\(\beta\) | 0.6640 [3] | 3.5193 [10] | 3.0219 [8] | 1.4609 [4] | 2.2103 [7] | 3.3611 [9] | 1.6007 [5] | 1.9478 [6] | 0.3815 [1] | 0.4558 [2] | ||
\(\gamma\) | 0.3102 [5] | 0.3230 [6] | 0.5007 [10] | 0.2880 [3] | 0.4508 [9] | 0.3059 [4] | 0.3552 [7] | 0.4028 [8] | 0.1549 [2] | 0.1202 [1] | ||
\(\delta\) | 0.0984 [3] | 0.2146 [9] | 0.2056 [6] | 0.1408 [4] | 0.2227 [10] | 0.2134 [8] | 0.1650 [5] | 0.2099 [7] | 0.0802 [2] | 0.0791 [1] | ||
\(\lambda\) | 0.3844 [3] | 0.4118 [4] | 0.9404 [10] | 0.8949 [8] | 0.9305 [9] | 0.5114 [6] | 0.5316 [7] | 0.4187 [5] | 0.2872 [2] | 0.2641 [1] | ||
MSE [ranks] | \(\alpha\) | 0.3619 [9] | 0.1204 [6] | 0.1283 [7] | 15.960 [10] | 0.1140 [5] | 0.1090 [4] | 0.0921 [3] | 0.2392 [8] | 0.0078 [1] | 0.0103 [2] | |
\(\beta\) | 9.3527 [3] | 188.91 [9] | 263.41 [10] | 22.420 [4] | 90.345 [7] | 148.94 [8] | 25.912 [5] | 27.090 [6] | 1.0500 [1] | 2.8342 [2] | ||
\(\gamma\) | 0.3504 [8] | 0.2279 [5] | 0.4191 [10] | 0.2134 [4] | 0.3401 [7] | 0.1859 [3] | 0.2710 [6] | 0.3918 [9] | 0.0479 [2] | 0.0359 [1] | ||
\(\delta\) | 0.0277 [3] | 0.1491 [9] | 0.0986 [7] | 0.0614 [4] | 0.1439 [8] | 0.1646 [10] | 0.0840 [6] | 0.0795 [5] | 0.0139 [1] | 0.0225 [2] | ||
\(\lambda\) | 0.7126 [4] | 0.9342 [6] | 11.279 [9] | 11.685 [10] | 7.4979 [8] | 0.8416 [5] | 1.2365 [7] | 0.4416 [3] | 0.2101 [1] | 0.2160 [2] | ||
MRE [ranks] | \(\alpha\) | 0.8108 [4] | 0.7683 [3] | 0.9702 [9] | 3.0704 [10] | 0.9613 [8] | 0.8368 [6] | 0.8311 [5] | 0.8635 [7] | 0.2656 [1] | 0.2787 [2] | |
\(\beta\) | 0.6990 [3] | 3.7046 [10] | 3.1810 [8] | 1.5377 [4] | 2.8877 [7] | 3.5380 [9] | 1.6849 [5] | 2.0503 [6] | 0.4016 [1] | 0.4797 [2] | ||
\(\gamma\) | 0.2698[5] | 0.2809 [6] | 0.4354 [10] | 0.2504 [3] | 0.3920 [9] | 0.2660 [4] | 0.3088 [7] | 0.3503 [8] | 0.1347 [2] | 0.1045 [1] | ||
\(\delta\) | 0.3936 [3] | 0.8584 [9] | 0.8225 [6] | 0.5632 [4] | 0.8907 [10] | 0.8537 [8] | 0.6599 [5] | 0.8398 [7] | 0.3208 [2] | 0.3165 [1] | ||
\(\lambda\) | 0.3661 [3] | 0.3922 [4] | 0.8956 [10] | 0.8523 [8] | 0.8862 [9] | 0.4870 [6] | 0.5063 [7] | 0.3988 [5] | 0.2736 [2] | 0.2516 [1] | ||
Sum ranks [ranks] | Â | 63 [3] | 99 [8] | 129 [10] | 90 [5] | 121 [9] | 96 [6] | 85 [4] | 97 [7] | 22 [1] | 23 [2] | |
100 | Bias [ranks] | \(\alpha\) | 0.1186 [3] | 0.1526 [5] | 0.1911 [10] | 0.1546 [6] | 0.1766 [9] | 0.1264 [4] | 0.1623 [8] | 0.1570 [7] | 0.0460 [2] | 0.0446 [1] |
\(\beta\) | 0.3498 [3] | 2.9456 [10] | 2.1138 [7] | 0.5568 [4] | 2.6356 [9] | 2.1743 [8] | 1.4263 [5] | 1.5507 [6] | 0.2629 [1] | 0.2973 [2] | ||
\(\gamma\) | 0.1790 [4] | 0.2210 [6] | 0.4083 [10] | 0.1439 [3] | 0.3662 [9] | 0.2119 [5] | 0.2642 [7] | 0.2861 [8] | 0.0927 [2] | 0.0795 [1] | ||
\(\delta\) | 0.0599 [3] | 0.1669 [7] | 0.2012 [9] | 0.0711 [4] | 0.2193 [10] | 0.1544 [6] | 0.1403 [5] | 0.1838 [8] | 0.0544 [2] | 0.0495 [1] | ||
\(\lambda\) | 0.1736 [1] | 0.2564 [5] | 0.4928 [10] | 0.2514 [4] | 0.4635 [9] | 0.3205 [8] | 0.3068 [7] | 0.2884 [6] | 0.1896 [3] | 0.1737 [2] | ||
MSE [ranks] | \(\alpha\) | 0.2017 [9] | 0.1193 [7] | 0.1192 [6] | 0.5305 [10] | 0.0984 [5] | 0.0661 [3] | 0.0866 [4] | 0.1541 [8] | 0.0074 [1] | 0.0090 [2] | |
\(\beta\) | 1.2720 [3] | 180.38 [10] | 56.025 [7] | 3.4094 [4] | 58.570 [8] | 127.70 [9] | 20.122 [6] | 15.038 [5] | 0.4684 [1] | 1.0769 [2] | ||
\(\gamma\) | 0.1779 [7] | 0.1077 [5] | 0.2741 [10] | 0.0850 [3] | 0.2151 [8] | 0.0913 [4] | 0.1681 [6] | 0.2171 [9] | 0.0211 [1] | 0.0239 [2] | ||
\(\delta\) | 0.0107 [3] | 0.1120 [9] | 0.0963 [8] | 0.0184 [4] | 0.1280 [10] | 0.0808 [7] | 0.0583 [5] | 0.0696 [6] | 0.0096 [2] | 0.0092 [1] | ||
\(\lambda\) | 0.0785 [1] | 0.1487 [4] | 0.6591 [10] | 0.2410 [6] | 0.4775 [9] | 0.3326 [8] | 0.3042 [7] | 0.1690 [5] | 0.1082 [3] | 0.0808 [2] | ||
MRE [ranks] | \(\alpha\) | 0.5931 [3] | 0.7429 [5] | 0.9556 [10] | 0.7728 [6] | 0.8830 [9] | 0.6318 [4] | 0.8114 [7] | 0.8563 [8] | 0.2300 [2] | 0.2229 [1] | |
\(\beta\) | 0.3682 [3] | 3.1006 [10] | 2.2251 [8] | 0.5861 [4] | 2.0743 [7] | 2.2888 [9] | 1.5014 [5] | 1.6323 [6] | 0.2768 [1] | 0.3129 [2] | ||
\(\gamma\) | 0.1556 [4] | 0.1922 [6] | 0.3550 [10] | 0.1251 [3] | 0.3184 [9] | 0.1842 [5] | 0.2298 [7] | 0.2487 [8] | 0.0806 [2] | 0.0691 [1] | ||
\(\delta\) | 0.2395 [3] | 0.6677 [7] | 0.8049 [9] | 0.2843 [4] | 0.8173 [10] | 0.6176 [6] | 0.5614 [5] | 0.7351 [8] | 0.2174 [2] | 0.1982 [1] | ||
\(\lambda\) | 0.1654 [2] | 0.2442 [5] | 0.4694 [10] | 0.2395 [4] | 0.4415 [9] | 0.3053 [8] | 0.2922 [7] | 0.2747 [6] | 0.1806 [3] | 0.1653 [1] | ||
Sum ranks [ranks] | Â | 52 [3] | 101 [7] | 134 [10] | 69 [4] | 130 [9] | 94 [6] | 91 [5] | 104 [8] | 28 [2] | 22 [1] | |
150 | Bias [ranks] | \(\alpha\) | 0.0919 [4] | 0.1337 [7] | 0.1875 [10] | 0.0885 [3] | 0.1709 [9] | 0.1001 [5] | 0.1302 [6] | 0.1460 [8] | 0.0429 [2] | 0.0281 [1] |
\(\beta\) | 0.2743 [3] | 2.0731 [9] | 2.0613 [8] | 0.3782 [4] | 2.4960 [10] | 2.0018 [7] | 0.8144 [5] | 1.0518 [6] | 0.1574 [1] | 0.1966 [2] | ||
\(\gamma\) | 0.1079 [4] | 0.1892 [7] | 0.3496 [10] | 0.0949 [3] | 0.3174 [9] | 0.1619 [5] | 0.1757 [6] | 0.2562 [8] | 0.0792 [2] | 0.0532 [1] | ||
\(\delta\) | 0.0470 [3] | 0.1463 [7] | 0.1975 [9] | 0.0479 [4] | 0.2025 [10] | 0.1317 [6] | 0.0936 [5] | 0.1510 [8] | 0.0415 [2] | 0.0350 [1] | ||
\(\lambda\) | 0.1213 [2] | 0.2380 [7] | 0.3640 [10] | 0.1523 [4] | 0.3516 [9] | 0.2112 [5] | 0.2208 [6] | 0.2579 [8] | 0.1384 [3] | 0.0978 [1] | ||
MSE [ranks] | \(\alpha\) | 0.1034 [8] | 0.1064 [9] | 0.0972 [7] | 0.0814 [6] | 0.0785 [5] | 0.0455 [3] | 0.0702 [4] | 0.1267 [10] | 0.0065 [2] | 0.0028 [1] | |
\(\beta\) | 0.6117 [3] | 60.483 [9] | 31.124 [7] | 2.2144 [4] | 56.049 [8] | 114.19 [10] | 12.026 [6] | 5.9491 [5] | 0.2361 [1] | 0.3846 [2] | ||
\(\gamma\) | 0.0843 [5] | 0.0865 [7] | 0.2011 [10] | 0.0387 [3] | 0.1637 [8] | 0.0625 [4] | 0.0857 [6] | 0.1694 [9] | 0.0174 [2] | 0.0151 [1] | ||
\(\delta\) | 0.0083 [3] | 0.0903 [8] | 0.0952 [9] | 0.0088 [4] | 0.0979 [10] | 0.0742 [7] | 0.0240 [5] | 0.0431 [6] | 0.0039 [1] | 0.0046 [2] | ||
\(\lambda\) | 0.0460 [2] | 0.2277 [8] | 0.2621 [9] | 0.0626 [4] | 0.2761 [10] | 0.0965 [5] | 0.1487 [6] | 0.1647 [7] | 0.0537 [3] | 0.0290 [1] | ||
MRE [ranks] | \(\alpha\) | 0.4595 [4] | 0.6686 [7] | 0.9374 [10] | 0.4427 [3] | 0.8656 [9] | 0.5004 [5] | 0.6512 [6] | 0.7849 [8] | 0.2147 [2] | 0.1407 [1] | |
\(\beta\) | 0.2887 [3] | 2.1822 [10] | 2.1698 [9] | 0.3981 [4] | 1.6273 [7] | 2.1072 [8] | 0.8573 [5] | 1.1071 [6] | 0.1657 [1] | 0.2070 [2] | ||
\(\gamma\) | 0.0939 [4] | 0.1645 [7] | 0.3040 [10] | 0.0825 [3] | 0.2760 [9] | 0.1408 [5] | 0.1527[6] | 0.2228 [8] | 0.0689 [2] | 0.0463 [1] | ||
\(\delta\) | 0.1881 [3] | 0.5852 [7] | 0.7901 [10] | 0.1918 [4] | 0.7882 [9] | 0.5266 [6] | 0.3746 [5] | 0.6041 [8] | 0.1660 [2] | 0.1401 [1] | ||
\(\lambda\) | 0.1156 [2] | 0.2266 [7] | 0.3467 [10] | 0.1450 [4] | 0.3349 [9] | 0.2011 [5] | 0.2103 [6] | 0.2456 [8] | 0.1318 [3] | 0.0932 [1] | ||
Sum ranks [ranks] | Â | 53 [3] | 116 [8] | 138 [10] | 57 [4] | 131 [9] | 86 [6] | 83 [5] | 113 [7] | 29 [2] | 19 [1] | |
250 | Bias [ranks] | \(\alpha\) | 0.0558 [4] | 0.1080 [6] | 0.1782 [10] | 0.0488 [3] | 0.1553 [9] | 0.0781 [5] | 0.1188 [7] | 0.1399 [8] | 0.0272 [2] | 0.0213 [1] |
\(\beta\) | 0.1429 [3] | 0.7168 [6] | 1.8060 [9] | 0.1498 [4] | 2.1433 [10] | 1.0549 [8] | 0.6786 [5] | 0.9317 [7] | 0.1274 [2] | 0.1263 [1] | ||
\(\gamma\) | 0.0523 [4] | 0.1310 [6] | 0.2886 [10] | 0.0486 [3] | 0.2698 [9] | 0.1230 [5] | 0.1339 [7] | 0.1959 [8] | 0.0403 [2] | 0.0271 [1] | ||
\(\delta\) | 0.0262 [3] | 0.0844 [5] | 0.1794 [10] | 0.0252 [2] | 0.1608 [9] | 0.0845 [6] | 0.0856 [7] | 0.1355 [8] | 0.0269 [4] | 0.0202 [1] | ||
\(\lambda\) | 0.0760 [2] | 0.1595 [5] | 0.2562 [9] | 0.0880 [4] | 0.2766 [10] | 0.1659 [7] | 0.1627 [6] | 0.2113 [8] | 0.0815 [3] | 0.0615 [1] | ||
MSE [ranks] | \(\alpha\) | 0.0533 [5] | 0.0656 [7] | 0.0961 [10] | 0.0329 [4] | 0.0620 [6] | 0.0279 [3] | 0.0810 [8] | 0.0933 [9] | 0.0034 [1] | 0.0047 [2] | |
\(\beta\) | 0.1882 [2] | 7.1560 [7] | 25.892 [8] | 0.4895 [4] | 50.015 [10] | 38.730 [9] | 5.1819 [5] | 5.5347 [6] | 0.1416 [1] | 0.1925 [3] | ||
\(\gamma\) | 0.0284 [4] | 0.0485 [6] | 0.1312 [10] | 0.0123 [3] | 0.1191 [9] | 0.0372 [5] | 0.0522 [7] | 0.0989 [8] | 0.0062 [2] | 0.0039 [1] | ||
\(\delta\) | 0.0036 [3] | 0.0259 [6] | 0.0702 [9] | 0.0037 [4] | 0.0809 [10] | 0.0324 [7] | 0.0225 [5] | 0.0360 [8] | 0.0023 [1.5] | 0.0023 [1.5] | ||
\(\lambda\) | 0.0207 [2] | 0.0683 [6] | 0.1171 [9] | 0.0372 [4] | 0.1793 [10] | 0.0759 [7] | 0.0636 [5] | 0.1006 [8] | 0.0213 [3] | 0.0120 [1] | ||
MRE [ranks] | \(\alpha\) | 0.2792 [4] | 0.5402 [6] | 0.8910 [10] | 0.2439 [3] | 0.8352 [9] | 0.3906 [5] | 0.5939 [7] | 0.7300 [8] | 0.1359 [2] | 0.1064 [1] | |
\(\beta\) | 0.1505 [3] | 0.7545 [6] | 1.9011 [10] | 0.1577 [4] | 1.2655 [9] | 1.1104 [8] | 0.7144 [5] | 0.9807 [7] | 0.1341 [2] | 0.1329 [1] | ||
\(\gamma\) | 0.0455 [4] | 0.1139 [6] | 0.2509 [10] | 0.0423 [3] | 0.2346 [9] | 0.1070 [5] | 0.1164 [7] | 0.1703 [8] | 0.0350 [2] | 0.0236 [1] | ||
\(\delta\) | 0.1047 [3] | 0.3376 [5] | 0.7176 [10] | 0.1007 [2] | 0.6950 [9] | 0.3381 [6] | 0.3424 [7] | 0.5419 [8] | 0.1075 [4] | 0.0810 [1] | ||
\(\lambda\) | 0.0724 [2] | 0.1519 [5] | 0.2440 [9] | 0.0838 [4] | 0.2635 [10] | 0.1580 [7] | 0.1550 [6] | 0.2012 [8] | 0.0776 [3] | 0.0586 [1] | ||
Sum ranks [ranks] | Â | 48 [3] | 88 [5] | 143 [10] | 51 [4] | 138 [9] | 93 [6] | 94 [7] | 117 [8] | 34.5 [2] | 18.5 [1] | |
400 | Bias [ranks] | \(\alpha\) | 0.0329 [4] | 0.0796 [6] | 0.1760 [10] | 0.0186 [2] | 0.1314 [9] | 0.0629 [5] | 0.0804 [7] | 0.1207 [8] | 0.0192 [3] | 0.0124 [1] |
\(\beta\) | 0.0637 [3] | 0.5235 [7] | 1.2910 [10] | 0.0620 [2] | 1.2813 [9] | 0.5061 [5] | 0.5074 [6] | 0.8577 [8] | 0.0741 [4] | 0.0447 [1] | ||
\(\gamma\) | 0.0310 [4] | 0.0926 [5] | 0.2283 [10] | 0.0193 [2] | 0.2236 [9] | 0.0931 [6] | 0.0947 [7] | 0.1464 [8] | 0.0244 [3] | 0.0134 [1] | ||
\(\delta\) | 0.0148 [3] | 0.0633 [6] | 0.1421 [9] | 0.0128 [2] | 0.1459 [10] | 0.0634 [7] | 0.0612 [5] | 0.1108 [8] | 0.0171 [4] | 0.0106 [1] | ||
\(\lambda\) | 0.0502 [3] | 0.1164 [6] | 0.2009 [10] | 0.0471 [2] | 0.1997 [9] | 0.1231 [7] | 0.1159 [5] | 0.1767 [8] | 0.0548 [4] | 0.0355 [1] | ||
MSE [ranks] | \(\alpha\) | 0.0333 [5] | 0.0424 [7] | 0.0943 [10] | 0.0066 [3] | 0.0431 [8] | 0.0182 [4] | 0.0398 [6] | 0.0736 [9] | 0.0024 [2] | 0.0008 [1] | |
\(\beta\) | 0.0319 [2] | 2.8128 [6] | 8.1959 [9] | 0.0773 [3] | 14.007 [10] | 2.1052 [5] | 3.5468 [7] | 3.9855 [8] | 0.1198 [4] | 0.0178 [1] | ||
\(\gamma\) | 0.0222 [5] | 0.0257 [6] | 0.0874 [10] | 0.0021 [2] | 0.0852 [9] | 0.0201 [4] | 0.0268 [7] | 0.0631 [8] | 0.0031 [3] | 0.0012 [1] | ||
\(\delta\) | 0.0015 [4] | 0.0109 [5] | 0.0392 [9] | 0.0009 [2] | 0.0495 [10] | 0.0112 [6] | 0.0120 [7] | 0.0276 [8] | 0.0010 [3] | 0.0005 [1] | ||
\(\lambda\) | 0.0135 [4] | 0.0499 [7] | 0.0778 [8] | 0.0083 [2] | 0.0848 [10] | 0.0261 [5] | 0.0294 [6] | 0.0836 [9] | 0.0127 [3] | 0.0058 [1] | ||
MRE [ranks] | \(\alpha\) | 0.1646 [4] | 0.3981 [6] | 0.8802 [10] | 0.0931 [2] | 0.8097 [9] | 0.3145 [5] | 0.4002 [7] | 0.6581 [8] | 0.0960 [3] | 0.0622 [1] | |
\(\beta\) | 0.0671 [3] | 0.5511 [7] | 1.3589 [10] | 0.0653 [2] | 0.9834 [9] | 0.5328 [5] | 0.5341 [6] | 0.8427 [8] | 0.0780 [4] | 0.0470 [1] | ||
\(\gamma\) | 0.0269 [4] | 0.0805 [5] | 0.1985 [10] | 0.0167 [2] | 0.1944 [9] | 0.0810 [6] | 0.0824 [7] | 0.1316 [8] | 0.0212 [3] | 0.0117 [1] | ||
\(\delta\) | 0.0594 [3] | 0.2533 [6] | 0.5685 [9] | 0.0513 [2] | 0.5837 [10] | 0.2538 [7] | 0.2448 [5] | 0.4319 [8] | 0.0685 [4] | 0.0425 [1] | ||
\(\lambda\) | 0.0480 [3] | 0.1109 [6] | 0.1914 [10] | 0.0448 [2] | 0.1902 [9] | 0.1172 [7] | 0.1104 [5] | 0.1463 [8] | 0.0522 [4] | 0.0338 [1] | ||
Sum ranks [ranks] | Â | 54 [4] | 91 [6] | 144 [10] | 32 [2] | 139 [9] | 84 [5] | 93 [7] | 122 [8] | 51 [3] | 15 [1] | |
600 | Bias [ranks] | \(\alpha\) | 0.0178 [4] | 0.0657 [7] | 0.1620 [10] | 0.0090 [2] | 0.1027 [8] | 0.0501 [5] | 0.0609 [6] | 0.1157 [9] | 0.0122 [3] | 0.0084 [1] |
\(\beta\) | 0.0554 [4] | 0.2769 [5] | 0.9243 [9] | 0.0308 [2] | 0.9862 [10] | 0.3051 [6] | 0.3443 [7] | 0.7024 [8] | 0.0381 [3] | 0.0253 [1] | ||
\(\gamma\) | 0.0140 [4] | 0.0662 [5] | 0.1809 [9] | 0.0101 [2] | 0.1879 [10] | 0.0715 [6] | 0.0734 [7] | 0.1081 [8] | 0.0135 [3] | 0.0088 [1] | ||
\(\delta\) | 0.0094 [3] | 0.0492 [7] | 0.1255 [9] | 0.0076 [2] | 0.1323 [10] | 0.0468 [5] | 0.0472 [6] | 0.0948 [8] | 0.0098 [4] | 0.0070 [1] | ||
\(\lambda\) | 0.0339 [4] | 0.0844 [5] | 0.1582 [9] | 0.0276 [2] | 0.1638 [10] | 0.0985 [7] | 0.0902 [6] | 0.1296 [8] | 0.0338 [3] | 0.0194 [1] | ||
MSE [ranks] | \(\alpha\) | 0.0077 [4] | 0.0301 [7] | 0.0754 [9] | 0.0007 [1.5] | 0.0838 [10] | 0.0132 [5] | 0.0277 [6] | 0.0511 [8] | 0.0008 [3] | 0.0007 [1.5] | |
\(\beta\) | 0.0477 [4] | 0.3343 [5] | 4.4609 [9] | 0.0076 [2] | 4.9907 [10] | 0.4820 [6] | 1.8023 [7] | 2.7640 [8] | 0.0169 [3] | 0.0061 [1] | ||
\(\gamma\) | 0.0037 [4] | 0.0108 [5] | 0.0553 [9] | 0.0007 [2] | 0.0599 [10] | 0.0128 [6] | 0.0193 [7] | 0.0519 [8] | 0.0009 [3] | 0.0003 [1] | ||
\(\delta\) | 0.0007 [4] | 0.0067 [6] | 0.0301 [9] | 0.0003 [2.5] | 0.0349 [10] | 0.0060 [5] | 0.0077 [7] | 0.0208 [8] | 0.0003 [2.5] | 0.0002 [1] | ||
\(\lambda\) | 0.0063 [4] | 0.0137 [5] | 0.0491 [8] | 0.0038 [2] | 0.0512 [9] | 0.0160 [6] | 0.0193 [7] | 0.0551 [10] | 0.0061 [3] | 0.0023 [1] | ||
MRE [ranks] | \(\alpha\) | 0.0889 [4] | 0.3284 [7] | 0.8101 [10] | 0.0452 [2] | 0.7985 [9] | 0.2505 [5] | 0.3044 [6] | 0.5068 [8] | 0.0612 [3] | 0.0420 [1] | |
\(\beta\) | 0.0584 [4] | 0.2915 [5] | 0.9730 [10] | 0.0324 [2] | 0.9036 [9] | 0.3212 [6] | 0.3624 [7] | 0.7592 [8] | 0.0402 [3] | 0.0267 [1] | ||
\(\gamma\) | 0.0121 [4] | 0.0576 [5] | 0.1574 [9] | 0.0088 [2] | 0.1634 [10] | 0.0622 [6] | 0.0639 [7] | 0.0964 [8] | 0.0117 [3] | 0.0076 [1] | ||
\(\delta\) | 0.0374 [3] | 0.1970 [7] | 0.5018 [9] | 0.0304 [2] | 0.5293 [10] | 0.1872 [5] | 0.1889 [6] | 0.3240 [8] | 0.0393 [4] | 0.0281 [1] | ||
\(\lambda\) | 0.0323 [4] | 0.0804 [5] | 0.1507 [9] | 0.0263 [2] | 0.1560 [10] | 0.0938 [7] | 0.0859 [6] | 0.1087 [8] | 0.0322 [3] | 0.0185 [1] | ||
Sum ranks [ranks] | Â | 58 [4] | 86 [5.5] | 137 [9] | 30 [2] | 145 [10] | 86 [5.5] | 98 [7] | 123 [8] | 46.5 [3] | 15.5 [1] |