Table 5 MSEs of product estimators for \({\lambda }_{2}\)=0.03.
\(\lambda_{1}\) | \(0.1\) | \(0.15\) | \(0.25\) | \(0.5\) | \(0.75\) | \(1\) | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ρ | n | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{rmi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{ermi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{rmi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{ermi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{rmi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{ermi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{rmi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{ermi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{rmi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{ermi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{rmi}\) | \(\overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{t}_{ermi}\) |
 − 0.05 | 10 | 0.0038 | 0.0028 | 0.0082 | 0.0069 | 0.0148 | 0.0137 | 0.0339 | 0.0332 | 0.0624 | 0.0621 | 0.1030 | 0.1030 |
20 | 0.0019 | 0.0014 | 0.0041 | 0.0035 | 0.0072 | 0.0066 | 0.0169 | 0.0166 | 0.0305 | 0.0304 | 0.0511 | 0.0511 | |
30 | 0.0012 | 0.0009 | 0.0027 | 0.0023 | 0.0047 | 0.0044 | 0.0111 | 0.0109 | 0.0204 | 0.0203 | 0.0338 | 0.0338 | |
50 | 0.0007 | 0.0005 | 0.0016 | 0.0013 | 0.0028 | 0.0026 | 0.0068 | 0.0066 | 0.0123 | 0.0122 | 0.0204 | 0.0204 | |
200 | 0.0002 | 0.0001 | 0.0004 | 0.0003 | 0.0007 | 0.0006 | 0.0017 | 0.0016 | 0.0030 | 0.0030 | 0.0051 | 0.0051 | |
500 | 0.0000 | 0.0000 | 0.0001 | 0.0001 | 0.0003 | 0.0002 | 0.0006 | 0.0006 | 0.0012 | 0.0012 | 0.0020 | 0.0020 | |
 − 0.25 | 10 | 0.0049 | 0.0036 | 0.0078 | 0.0066 | 0.0131 | 0.0121 | 0.0309 | 0.0303 | 0.0572 | 0.0570 | 0.0946 | 0.0946 |
20 | 0.0024 | 0.0018 | 0.0037 | 0.0031 | 0.0068 | 0.0062 | 0.0156 | 0.0153 | 0.0282 | 0.0281 | 0.0463 | 0.0463 | |
30 | 0.0016 | 0.0012 | 0.0024 | 0.0021 | 0.0044 | 0.0041 | 0.0104 | 0.0101 | 0.0186 | 0.0186 | 0.0314 | 0.0314 | |
50 | 0.0009 | 0.0007 | 0.0015 | 0.0012 | 0.0027 | 0.0025 | 0.0062 | 0.0061 | 0.0112 | 0.0112 | 0.0187 | 0.0187 | |
200 | 0.0002 | 0.0001 | 0.0004 | 0.0003 | 0.0006 | 0.0006 | 0.0015 | 0.0015 | 0.0028 | 0.0027 | 0.0047 | 0.0047 | |
500 | 0.0000 | 0.0000 | 0.0001 | 0.0001 | 0.0002 | 0.0002 | 0.0006 | 0.0006 | 0.0011 | 0.0011 | 0.0018 | 0.0018 | |
 − 0.50 | 10 | 0.0043 | 0.0032 | 0.0067 | 0.0057 | 0.0120 | 0.0111 | 0.0283 | 0.0277 | 0.0502 | 0.0500 | 0.0842 | 0.0842 |
20 | 0.0026 | 0.0017 | 0.0034 | 0.0028 | 0.0059 | 0.0054 | 0.0138 | 0.0135 | 0.0251 | 0.0250 | 0.0421 | 0.0421 | |
30 | 0.0014 | 0.0011 | 0.0022 | 0.0018 | 0.0040 | 0.0037 | 0.0093 | 0.0091 | 0.0167 | 0.0167 | 0.0278 | 0.0278 | |
50 | 0.0009 | 0.0006 | 0.0013 | 0.0011 | 0.0023 | 0.0021 | 0.0056 | 0.0054 | 0.0101 | 0.0100 | 0.0167 | 0.0167 | |
200 | 0.0002 | 0.0001 | 0.0003 | 0.0002 | 0.0006 | 0.0005 | 0.0013 | 0.0013 | 0.0025 | 0.0025 | 0.0041 | 0.0041 | |
500 | 0.0000 | 0.0000 | 0.0001 | 0.0001 | 0.0002 | 0.0002 | 0.0005 | 0.0005 | 0.0010 | 0.0009 | 0.0016 | 0.0016 | |
 − 0.75 | 10 | 0.0038 | 0.0028 | 0.0060 | 0.0051 | 0.0107 | 0.0098 | 0.0245 | 0.0240 | 0.0445 | 0.0443 | 0.0739 | 0.0739 |
20 | 0.0019 | 0.0014 | 0.0029 | 0.0025 | 0.0052 | 0.0048 | 0.0124 | 0.0121 | 0.0224 | 0.0223 | 0.0370 | 0.0370 | |
30 | 0.0012 | 0.0009 | 0.0020 | 0.0017 | 0.0035 | 0.0032 | 0.0081 | 0.0079 | 0.0148 | 0.0147 | 0.0248 | 0.0248 | |
50 | 0.0007 | 0.0005 | 0.0011 | 0.0009 | 0.0020 | 0.0019 | 0.0049 | 0.0048 | 0.0088 | 0.0088 | 0.0147 | 0.0147 | |
200 | 0.0002 | 0.0001 | 0.0003 | 0.0002 | 0.0005 | 0.0004 | 0.0012 | 0.0012 | 0.0022 | 0.0022 | 0.0036 | 0.0036 | |
500 | 0.0000 | 0.0000 | 0.0001 | 0.0001 | 0.0002 | 0.0001 | 0.0004 | 0.0004 | 0.0008 | 0.0008 | 0.0014 | 0.0014 | |
 − 0.95 | 10 | 0.0035 | 0.0026 | 0.0053 | 0.0045 | 0.0093 | 0.0086 | 0.0219 | 0.0214 | 0.0397 | 0.0395 | 0.0658 | 0.0658 |
20 | 0.0017 | 0.0013 | 0.0026 | 0.0022 | 0.0047 | 0.0043 | 0.0110 | 0.0108 | 0.0196 | 0.0195 | 0.0329 | 0.0329 | |
30 | 0.0011 | 0.0008 | 0.0018 | 0.0015 | 0.0031 | 0.0029 | 0.0074 | 0.0072 | 0.0132 | 0.0132 | 0.0218 | 0.0218 | |
50 | 0.0007 | 0.0005 | 0.0010 | 0.0009 | 0.0018 | 0.0017 | 0.0044 | 0.0043 | 0.0078 | 0.0078 | 0.0132 | 0.0132 | |
200 | 0.0002 | 0.0001 | 0.0002 | 0.0002 | 0.0004 | 0.0004 | 0.0011 | 0.0010 | 0.0019 | 0.0019 | 0.0033 | 0.0033 | |
500 | 0.0000 | 0.0000 | 0.0001 | 0.0000 | 0.0001 | 0.0001 | 0.0004 | 0.0004 | 0.0007 | 0.0007 | 0.0013 | 0.0013 | |