Table 4 Estimated MSE values for different estimators at \(p=7\) and \(\varphi =0.1\).
\(\rho\) | 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 | 0.7017 | 0.6444 | 0.6154 | 0.6154 | 0.6604 | 0.3936 | 0.6197 | 0.6171 | 0.4078 | 0.6343 | 0.6358 | 0.4367 | 0.2191 | 0.2180 | 0.2076 | 0.2228 |
| Â | 100 | 0.3298 | 0.3015 | 0.2923 | 0.2923 | 0.3177 | 0.2013 | 0.2930 | 0.3095 | 0.2254 | 0.3169 | 0.3136 | 0.2425 | 0.1176 | 0.1225 | 0.1247 | 0.1353 |
| Â | 150 | 0.1965 | 0.1848 | 0.1824 | 0.1824 | 0.1924 | 0.1234 | 0.1825 | 0.1901 | 0.1471 | 0.1927 | 0.1912 | 0.1627 | 0.0810 | 0.0926 | 0.0962 | 0.1152 |
| Â | 200 | 0.1341 | 0.1276 | 0.1263 | 0.1263 | 0.1319 | 0.0862 | 0.1263 | 0.1310 | 0.1049 | 0.1323 | 0.1315 | 0.1167 | 0.0661 | 0.0733 | 0.0750 | 0.0907 |
| Â | 300 | 0.0932 | 0.0900 | 0.0892 | 0.0892 | 0.0922 | 0.0626 | 0.0892 | 0.0917 | 0.0764 | 0.0924 | 0.0920 | 0.0842 | 0.0543 | 0.0576 | 0.0579 | 0.0702 |
| Â | 400 | 0.0729 | 0.0720 | 0.0718 | 0.0718 | 0.0724 | 0.0497 | 0.0718 | 0.0720 | 0.0609 | 0.0724 | 0.0721 | 0.0674 | 0.0473 | 0.0506 | 0.0518 | 0.0623 |
0.85 | 50 | 1.2653 | 1.0494 | 0.9347 | 0.9347 | 1.0894 | 0.6325 | 0.9771 | 0.9987 | 0.5796 | 1.0120 | 1.0642 | 0.6262 | 0.2558 | 0.2067 | 0.2081 | 0.2047 |
| Â | 100 | 0.3712 | 0.3442 | 0.3359 | 0.3359 | 0.3573 | 0.2148 | 0.3366 | 0.3455 | 0.2405 | 0.3538 | 0.3490 | 0.2640 | 0.1145 | 0.1207 | 0.1236 | 0.1459 |
| Â | 150 | 0.2772 | 0.2553 | 0.2495 | 0.2495 | 0.2677 | 0.1606 | 0.2503 | 0.2620 | 0.1860 | 0.2674 | 0.2645 | 0.2066 | 0.0851 | 0.0928 | 0.0931 | 0.1160 |
| Â | 200 | 0.2035 | 0.1883 | 0.1842 | 0.1842 | 0.1982 | 0.1232 | 0.1844 | 0.1960 | 0.1483 | 0.1991 | 0.1972 | 0.1657 | 0.0717 | 0.0822 | 0.0831 | 0.1047 |
| Â | 300 | 0.1128 | 0.1110 | 0.1106 | 0.1106 | 0.1116 | 0.0706 | 0.1106 | 0.1105 | 0.0885 | 0.1116 | 0.1108 | 0.0994 | 0.0504 | 0.0640 | 0.0671 | 0.0852 |
| Â | 400 | 0.0950 | 0.0937 | 0.0934 | 0.0934 | 0.0942 | 0.0601 | 0.0934 | 0.0934 | 0.0765 | 0.0942 | 0.0936 | 0.0855 | 0.0416 | 0.0578 | 0.0605 | 0.0759 |
0.90 | 50 | 1.5898 | 1.2730 | 1.0845 | 1.0845 | 1.3115 | 0.7799 | 1.1584 | 1.1887 | 0.6522 | 1.1785 | 1.2469 | 0.7106 | 0.2788 | 0.1995 | 0.2179 | 0.2051 |
| Â | 100 | 0.7877 | 0.6630 | 0.5990 | 0.5990 | 0.7172 | 0.4503 | 0.6133 | 0.6738 | 0.4392 | 0.7014 | 0.6974 | 0.4528 | 0.1824 | 0.1297 | 0.1320 | 0.1321 |
| Â | 150 | 0.4141 | 0.3818 | 0.3690 | 0.3690 | 0.3954 | 0.2415 | 0.3696 | 0.3819 | 0.2635 | 0.3920 | 0.3864 | 0.2824 | 0.1157 | 0.1012 | 0.0918 | 0.1144 |
| Â | 200 | 0.3465 | 0.3258 | 0.3166 | 0.3166 | 0.3335 | 0.2043 | 0.3166 | 0.3237 | 0.2287 | 0.3317 | 0.3289 | 0.2492 | 0.0988 | 0.0920 | 0.0842 | 0.1133 |
| Â | 300 | 0.2028 | 0.1963 | 0.1941 | 0.1941 | 0.1984 | 0.1200 | 0.1941 | 0.1948 | 0.1451 | 0.1980 | 0.1963 | 0.1623 | 0.0617 | 0.0759 | 0.0747 | 0.1051 |
| Â | 400 | 0.1471 | 0.1390 | 0.1368 | 0.1368 | 0.1443 | 0.0904 | 0.1368 | 0.1433 | 0.1131 | 0.1449 | 0.1439 | 0.1262 | 0.0485 | 0.0645 | 0.0620 | 0.0853 |
0.95 | 50 | 3.0292 | 2.5059 | 2.1398 | 2.1398 | 2.3637 | 1.4310 | 2.2886 | 2.0990 | 1.0119 | 1.7262 | 1.9217 | 1.1955 | 0.5672 | 0.2407 | 0.2173 | 0.2051 |
| Â | 100 | 1.5290 | 1.2809 | 1.1169 | 1.1169 | 1.3177 | 0.8152 | 1.1629 | 1.1641 | 0.6822 | 1.1740 | 1.1731 | 0.6972 | 0.3574 | 0.1220 | 0.1229 | 0.1210 |
| Â | 150 | 0.9041 | 0.8188 | 0.7549 | 0.7549 | 0.8253 | 0.4985 | 0.7570 | 0.7512 | 0.4610 | 0.7785 | 0.7770 | 0.4748 | 0.2069 | 0.1030 | 0.0804 | 0.0948 |
| Â | 200 | 0.5995 | 0.5424 | 0.5127 | 0.5127 | 0.5593 | 0.3406 | 0.5132 | 0.5326 | 0.3461 | 0.5487 | 0.5404 | 0.3610 | 0.1527 | 0.0807 | 0.0665 | 0.0860 |
| Â | 300 | 0.3722 | 0.3314 | 0.3166 | 0.3166 | 0.3540 | 0.2198 | 0.3168 | 0.3469 | 0.2432 | 0.3548 | 0.3510 | 0.2625 | 0.0939 | 0.0732 | 0.0631 | 0.0874 |
| Â | 400 | 0.2792 | 0.2584 | 0.2516 | 0.2516 | 0.2697 | 0.1657 | 0.2516 | 0.2648 | 0.1919 | 0.2700 | 0.2671 | 0.2106 | 0.0757 | 0.0723 | 0.0662 | 0.0965 |
0.99 | 50 | 20.0532 | 13.7990 | 11.1530 | 11.1530 | 5.4951 | 6.0691 | 13.4736 | 12.3782 | 1.6942 | 1.0565 | 3.3032 | 5.4084 | 0.9910 | 0.1263 | 0.3738 | 0.3176 |
| Â | 100 | 6.0251 | 4.6956 | 3.7970 | 3.7970 | 3.7630 | 2.7080 | 4.2466 | 3.7683 | 1.2478 | 1.7902 | 2.6554 | 1.8935 | 0.8647 | 0.0770 | 0.1005 | 0.0921 |
| Â | 150 | 3.9783 | 2.9370 | 2.2153 | 2.2153 | 2.6677 | 1.8769 | 2.5665 | 2.5536 | 1.0776 | 1.7923 | 2.3125 | 1.3552 | 0.6347 | 0.0512 | 0.0705 | 0.0647 |
| Â | 200 | 2.9540 | 2.0199 | 1.4693 | 1.4693 | 2.0084 | 1.4063 | 1.7843 | 1.9342 | 0.9099 | 1.6049 | 1.8928 | 1.0373 | 0.4822 | 0.0425 | 0.0595 | 0.0548 |
| Â | 300 | 1.7375 | 1.2677 | 0.9978 | 0.9978 | 1.3714 | 0.8765 | 1.1011 | 1.2850 | 0.6920 | 1.2546 | 1.3292 | 0.7225 | 0.3339 | 0.0400 | 0.0332 | 0.0339 |
| Â | 400 | 1.2668 | 1.0563 | 0.8980 | 0.8980 | 1.0803 | 0.6704 | 0.9089 | 0.9955 | 0.5735 | 1.0112 | 1.0309 | 0.5779 | 0.3073 | 0.0434 | 0.0272 | 0.0329 |