Table 3 Estimated MSE values for different estimators at \(p=4\) and \(\varphi =1\).
\(\rho\) | n | GPMLE | GPRRE | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
– | \(\hat{k}^*_{1 }\) | \(\hat{k}^*_{2 }\) | \(\hat{k}^*_{3 }\) | \(\hat{k}^*_{4 }\) | \(\hat{k}^*_{5 }\) | \(\hat{k}^*_{6 }\) | \(\hat{k}^*_{7 }\) | \(\hat{k}^*_{8 }\) | \(\hat{k}^*_{9 }\) | \(\hat{k}^*_{10}\) | \(\hat{k}^*_{11}\) | \(\hat{k}^*_{12}\) | \(\hat{k}^*_{13}\) | \(\hat{k}^*_{14}\) | \(\hat{k}^*_{15}\) | ||
0.80 | 50 | 3.6489 | 1.7840 | 1.5776 | 1.5776 | 1.4195 | 0.9476 | 2.0133 | 1.8727 | 0.6849 | 0.8922 | 0.7117 | 0.9642 | 0.5797 | 0.6368 | 0.9644 | 0.8964 |
| Â | 100 | 0.9571 | 0.6492 | 0.5691 | 0.5691 | 0.7714 | 0.5420 | 0.5889 | 0.6802 | 0.4448 | 0.6126 | 0.4506 | 0.4743 | 0.3659 | 0.3461 | 0.6071 | 0.5475 |
| Â | 150 | 0.5211 | 0.4269 | 0.4043 | 0.4043 | 0.4650 | 0.3448 | 0.3491 | 0.4144 | 0.3162 | 0.4171 | 0.3340 | 0.3172 | 0.3521 | 0.2613 | 0.4741 | 0.4124 |
| Â | 200 | 0.3610 | 0.3069 | 0.3052 | 0.3052 | 0.3308 | 0.2511 | 0.2481 | 0.3084 | 0.2418 | 0.3135 | 0.2635 | 0.2457 | 0.2823 | 0.1921 | 0.3709 | 0.3081 |
| Â | 300 | 0.2400 | 0.2221 | 0.2288 | 0.2288 | 0.2276 | 0.1769 | 0.1823 | 0.2165 | 0.1763 | 0.2208 | 0.1910 | 0.1810 | 0.2164 | 0.1308 | 0.2199 | 0.1776 |
| Â | 400 | 0.1715 | 0.1610 | 0.1617 | 0.1617 | 0.1666 | 0.1337 | 0.1469 | 0.1600 | 0.1355 | 0.1619 | 0.1470 | 0.1386 | 0.1408 | 0.1117 | 0.1413 | 0.1176 |
0.85 | 50 | 4.0078 | 1.5357 | 1.3720 | 1.3720 | 1.2153 | 0.8870 | 1.6035 | 1.6477 | 0.6760 | 0.8763 | 0.6878 | 0.8689 | 0.6007 | 0.6739 | 1.0125 | 0.9435 |
| Â | 100 | 1.1519 | 0.8641 | 0.7409 | 0.7409 | 0.9168 | 0.6134 | 0.7679 | 0.7883 | 0.4786 | 0.6855 | 0.4900 | 0.5219 | 0.5047 | 0.3725 | 0.5372 | 0.4799 |
| Â | 150 | 0.7483 | 0.5325 | 0.4773 | 0.4773 | 0.6375 | 0.4525 | 0.4510 | 0.5614 | 0.3912 | 0.5462 | 0.4183 | 0.4047 | 0.3171 | 0.2654 | 0.5123 | 0.4593 |
| Â | 200 | 0.5378 | 0.4299 | 0.3874 | 0.3874 | 0.4894 | 0.3439 | 0.3799 | 0.4228 | 0.3091 | 0.4245 | 0.3257 | 0.3116 | 0.2277 | 0.1866 | 0.2567 | 0.2326 |
| Â | 300 | 0.3416 | 0.2922 | 0.2702 | 0.2702 | 0.3250 | 0.2404 | 0.2701 | 0.2934 | 0.2308 | 0.3000 | 0.2503 | 0.2323 | 0.1575 | 0.1513 | 0.1454 | 0.1342 |
| Â | 400 | 0.2135 | 0.1843 | 0.1826 | 0.1826 | 0.2040 | 0.1601 | 0.1651 | 0.1956 | 0.1615 | 0.1984 | 0.1770 | 0.1642 | 0.1348 | 0.1156 | 0.1636 | 0.1359 |
0.90 | 50 | 8.5537 | 4.2505 | 3.7717 | 3.7717 | 2.1770 | 1.5578 | 4.8827 | 4.3108 | 0.8267 | 0.9296 | 0.7978 | 1.8232 | 0.6627 | 0.6689 | 1.0485 | 0.9703 |
| Â | 100 | 2.4749 | 1.4253 | 1.1802 | 1.1802 | 1.4381 | 0.9700 | 1.4313 | 1.4723 | 0.5925 | 0.7810 | 0.5282 | 0.8176 | 0.3843 | 0.3213 | 0.6477 | 0.6005 |
| Â | 150 | 1.0471 | 0.7850 | 0.6814 | 0.6814 | 0.8836 | 0.5627 | 0.7050 | 0.7439 | 0.4383 | 0.6591 | 0.4707 | 0.4947 | 0.3500 | 0.2567 | 0.3700 | 0.3248 |
| Â | 200 | 0.7964 | 0.5680 | 0.4881 | 0.4881 | 0.6836 | 0.4783 | 0.4960 | 0.5802 | 0.3985 | 0.5649 | 0.4164 | 0.4059 | 0.2599 | 0.1994 | 0.3289 | 0.2982 |
| Â | 300 | 0.4590 | 0.3283 | 0.2951 | 0.2951 | 0.4101 | 0.3073 | 0.2846 | 0.3714 | 0.2820 | 0.3807 | 0.3066 | 0.2783 | 0.1728 | 0.1421 | 0.2338 | 0.2061 |
| Â | 400 | 0.3178 | 0.2638 | 0.2490 | 0.2490 | 0.3004 | 0.2110 | 0.2468 | 0.2792 | 0.2096 | 0.2829 | 0.2376 | 0.2189 | 0.1496 | 0.1292 | 0.1337 | 0.1236 |
0.95 | 50 | 12.6088 | 6.2636 | 5.5080 | 5.5080 | 2.7403 | 2.2383 | 7.2900 | 6.4603 | 0.8256 | 0.7356 | 0.7104 | 2.6804 | 0.6402 | 0.6548 | 1.1497 | 1.0466 |
| Â | 100 | 3.7182 | 2.1997 | 1.7574 | 1.7574 | 2.0520 | 1.4411 | 2.1849 | 2.1261 | 0.7059 | 0.8197 | 0.5638 | 1.1552 | 0.5030 | 0.3381 | 0.6570 | 0.6037 |
| Â | 150 | 2.2661 | 1.2740 | 0.9779 | 0.9779 | 1.4555 | 1.0220 | 1.2351 | 1.3215 | 0.5961 | 0.8031 | 0.5244 | 0.7618 | 0.3775 | 0.2287 | 0.4988 | 0.4650 |
| Â | 200 | 1.4026 | 0.8972 | 0.7106 | 0.7106 | 1.0706 | 0.7598 | 0.8126 | 0.9046 | 0.5243 | 0.7493 | 0.4729 | 0.5770 | 0.3159 | 0.1718 | 0.3062 | 0.2874 |
| Â | 300 | 0.8113 | 0.5183 | 0.4321 | 0.4321 | 0.6760 | 0.4787 | 0.4579 | 0.5973 | 0.3942 | 0.5804 | 0.4209 | 0.4096 | 0.2264 | 0.1426 | 0.2343 | 0.2138 |
| Â | 400 | 0.6150 | 0.3725 | 0.3283 | 0.3283 | 0.5135 | 0.3682 | 0.3364 | 0.4776 | 0.3181 | 0.4711 | 0.3507 | 0.3344 | 0.1830 | 0.1164 | 0.2174 | 0.1886 |
0.99 | 50 | 73.1927 | 33.8598 | 30.9481 | 30.9481 | 2.3796 | 7.8464 | 41.4792 | 35.5031 | 0.7683 | 0.3623 | 0.4318 | 12.3884 | 0.4705 | 0.6210 | 1.3286 | 1.1616 |
| Â | 100 | 22.4155 | 9.5273 | 8.0536 | 8.0536 | 2.8515 | 5.2309 | 12.1525 | 12.4546 | 0.7808 | 0.2865 | 0.3609 | 5.6033 | 0.3500 | 0.3376 | 1.0869 | 0.9433 |
| Â | 150 | 10.7908 | 4.3459 | 3.4415 | 3.4415 | 2.6203 | 3.1024 | 5.4814 | 5.8097 | 0.7263 | 0.3877 | 0.3648 | 2.7016 | 0.3189 | 0.1933 | 0.7474 | 0.6645 |
| Â | 200 | 9.2668 | 4.1048 | 3.2091 | 3.2091 | 2.9107 | 3.0169 | 4.8104 | 5.0379 | 0.7521 | 0.4261 | 0.3924 | 2.4307 | 0.3128 | 0.1537 | 0.6041 | 0.5397 |
| Â | 300 | 4.9456 | 2.0607 | 1.4914 | 1.4914 | 2.0414 | 1.9294 | 2.4068 | 2.6616 | 0.7074 | 0.6138 | 0.4203 | 1.3836 | 0.2586 | 0.0926 | 0.3879 | 0.3532 |
| Â | 400 | 3.4664 | 1.5695 | 1.1006 | 1.1006 | 1.8078 | 1.5584 | 1.6910 | 1.9099 | 0.6938 | 0.7355 | 0.4782 | 1.0584 | 0.2535 | 0.0779 | 0.2325 | 0.2178 |