Table 5 Estimated MSE values for different estimators at \(p=7\) and \(\varphi =0.5\).
\(\rho\) | 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 | 3.2325 | 2.1434 | 1.8052 | 1.8052 | 1.6820 | 0.9828 | 2.1016 | 2.0620 | 0.7769 | 1.3945 | 1.2490 | 0.9881 | 0.4157 | 0.5200 | 0.6765 | 0.6007 |
| Â | 100 | 0.9011 | 0.7451 | 0.6440 | 0.6440 | 0.7907 | 0.4867 | 0.6595 | 0.7081 | 0.4550 | 0.7571 | 0.6465 | 0.4606 | 0.2551 | 0.3169 | 0.3945 | 0.3410 |
| Â | 150 | 0.5856 | 0.4978 | 0.4583 | 0.4583 | 0.5396 | 0.3332 | 0.4570 | 0.5061 | 0.3416 | 0.5332 | 0.4781 | 0.3537 | 0.1767 | 0.1896 | 0.2426 | 0.2058 |
| Â | 200 | 0.3863 | 0.3329 | 0.3127 | 0.3127 | 0.3664 | 0.2349 | 0.3125 | 0.3519 | 0.2555 | 0.3661 | 0.3394 | 0.2672 | 0.1393 | 0.1488 | 0.1836 | 0.1585 |
| Â | 300 | 0.2693 | 0.2401 | 0.2253 | 0.2253 | 0.2592 | 0.1693 | 0.2258 | 0.2511 | 0.1905 | 0.2597 | 0.2449 | 0.2027 | 0.1075 | 0.1111 | 0.1232 | 0.1136 |
| Â | 400 | 0.1980 | 0.1895 | 0.1827 | 0.1827 | 0.1938 | 0.1277 | 0.1828 | 0.1873 | 0.1479 | 0.1932 | 0.1849 | 0.1595 | 0.0948 | 0.0959 | 0.0898 | 0.1024 |
0.85 | 50 | 7.8202 | 5.3076 | 4.7770 | 4.7770 | 2.4711 | 1.6676 | 4.7630 | 5.1508 | 1.0122 | 1.6948 | 1.6988 | 1.7863 | 0.5035 | 0.5652 | 0.8339 | 0.7490 |
| Â | 100 | 1.1477 | 0.9346 | 0.7998 | 0.7998 | 0.9725 | 0.5824 | 0.8213 | 0.8691 | 0.5162 | 0.9124 | 0.7630 | 0.5363 | 0.2580 | 0.2931 | 0.3774 | 0.3305 |
| Â | 150 | 0.8676 | 0.6950 | 0.5965 | 0.5965 | 0.7608 | 0.4585 | 0.6205 | 0.6954 | 0.4312 | 0.7366 | 0.6335 | 0.4446 | 0.1868 | 0.1879 | 0.2488 | 0.2139 |
| Â | 200 | 0.5302 | 0.4221 | 0.3749 | 0.3749 | 0.4855 | 0.3101 | 0.3790 | 0.4563 | 0.3177 | 0.4872 | 0.4375 | 0.3270 | 0.1554 | 0.1703 | 0.2464 | 0.1960 |
| Â | 300 | 0.3154 | 0.2963 | 0.2826 | 0.2826 | 0.3043 | 0.1914 | 0.2828 | 0.2906 | 0.2137 | 0.3020 | 0.2823 | 0.2279 | 0.1094 | 0.1104 | 0.1030 | 0.1137 |
| Â | 400 | 0.2779 | 0.2654 | 0.2563 | 0.2563 | 0.2702 | 0.1700 | 0.2564 | 0.2595 | 0.1945 | 0.2682 | 0.2525 | 0.2090 | 0.0925 | 0.0970 | 0.0869 | 0.1085 |
0.90 | 50 | 5.9029 | 3.7296 | 2.9772 | 2.9772 | 2.4956 | 1.7694 | 3.6752 | 3.5626 | 1.0339 | 1.6834 | 1.5897 | 1.5697 | 0.5516 | 0.5983 | 0.8830 | 0.8126 |
| Â | 100 | 2.2916 | 1.6298 | 1.2516 | 1.2516 | 1.6366 | 1.0745 | 1.4578 | 1.5253 | 0.7825 | 1.3880 | 1.1410 | 0.8446 | 0.3784 | 0.3644 | 0.5540 | 0.5051 |
| Â | 150 | 1.3322 | 1.0759 | 0.8690 | 0.8690 | 1.1143 | 0.6926 | 0.9237 | 0.9682 | 0.5796 | 1.0251 | 0.8445 | 0.5832 | 0.2622 | 0.1983 | 0.2576 | 0.2309 |
| Â | 200 | 1.0541 | 0.8927 | 0.7354 | 0.7354 | 0.9238 | 0.5883 | 0.7592 | 0.8054 | 0.5188 | 0.8695 | 0.7508 | 0.5136 | 0.2350 | 0.1540 | 0.1785 | 0.1607 |
| Â | 300 | 0.6192 | 0.5526 | 0.4958 | 0.4958 | 0.5725 | 0.3532 | 0.4983 | 0.5264 | 0.3511 | 0.5590 | 0.4978 | 0.3606 | 0.1481 | 0.1062 | 0.0994 | 0.1001 |
| Â | 400 | 0.4097 | 0.3451 | 0.3045 | 0.3045 | 0.3844 | 0.2443 | 0.3086 | 0.3667 | 0.2628 | 0.3862 | 0.3557 | 0.2770 | 0.1083 | 0.0917 | 0.0990 | 0.0972 |
0.95 | 50 | 10.5843 | 7.0806 | 5.9125 | 5.9125 | 3.8011 | 2.8498 | 6.9864 | 6.4531 | 1.3367 | 1.7615 | 1.8616 | 2.6896 | 0.8338 | 0.5889 | 0.9031 | 0.8234 |
| Â | 100 | 3.9217 | 2.7952 | 2.1136 | 2.1136 | 2.4471 | 1.7547 | 2.5055 | 2.4785 | 1.0480 | 1.7062 | 1.3859 | 1.2694 | 0.6122 | 0.3425 | 0.5792 | 0.5387 |
| Â | 150 | 2.6906 | 2.1520 | 1.6390 | 1.6390 | 1.9883 | 1.3176 | 1.8054 | 1.7437 | 0.8875 | 1.5214 | 1.2302 | 0.9509 | 0.4792 | 0.1986 | 0.2902 | 0.2718 |
| Â | 200 | 1.7517 | 1.4372 | 1.1145 | 1.1145 | 1.4214 | 0.9307 | 1.1920 | 1.2053 | 0.7097 | 1.2315 | 0.9964 | 0.7079 | 0.3597 | 0.1378 | 0.1806 | 0.1665 |
| Â | 300 | 1.0475 | 0.8044 | 0.6329 | 0.6329 | 0.8934 | 0.5876 | 0.6839 | 0.8076 | 0.5138 | 0.8666 | 0.7370 | 0.5092 | 0.2225 | 0.0966 | 0.1284 | 0.1143 |
| Â | 400 | 0.8092 | 0.6313 | 0.5098 | 0.5098 | 0.7156 | 0.4700 | 0.5394 | 0.6577 | 0.4393 | 0.7082 | 0.6198 | 0.4408 | 0.1808 | 0.0805 | 0.0957 | 0.0885 |
0.99 | 50 | 63.1640 | 39.9406 | 33.0709 | 33.0709 | 4.2545 | 12.5910 | 40.6951 | 37.4582 | 1.5280 | 0.4250 | 1.1941 | 13.5719 | 0.7797 | 0.5791 | 1.2742 | 1.1157 |
| Â | 100 | 19.6837 | 13.3269 | 10.4364 | 10.4364 | 4.9210 | 6.0585 | 12.7453 | 11.8404 | 1.5031 | 0.9308 | 1.4385 | 5.0314 | 0.9795 | 0.2323 | 0.6602 | 0.5736 |
| Â | 150 | 12.7634 | 8.3207 | 6.2424 | 6.2424 | 3.9310 | 4.4185 | 7.9100 | 7.6234 | 1.3548 | 1.1547 | 1.4043 | 3.2993 | 0.8687 | 0.1587 | 0.4670 | 0.4159 |
| Â | 200 | 8.7063 | 5.0538 | 3.5677 | 3.5677 | 3.1355 | 3.3136 | 4.9629 | 5.1701 | 1.2420 | 1.4011 | 1.3747 | 2.3261 | 0.7758 | 0.1285 | 0.4192 | 0.3815 |
| Â | 300 | 5.3728 | 3.3092 | 2.2601 | 2.2601 | 2.7869 | 2.4599 | 3.0419 | 3.2663 | 1.2150 | 1.7226 | 1.4843 | 1.6332 | 0.7372 | 0.0702 | 0.2124 | 0.2002 |
| Â | 400 | 4.0594 | 2.8981 | 1.9895 | 1.9895 | 2.5001 | 1.9594 | 2.4366 | 2.4998 | 1.1080 | 1.6942 | 1.3881 | 1.3062 | 0.7798 | 0.0526 | 0.1050 | 0.1003 |