Table 7 Estimated MSE values for different estimators at \(p=10\) 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 | 1.4062 | 1.2383 | 1.1235 | 1.1235 | 1.2388 | 0.6644 | 1.1528 | 1.1623 | 0.6739 | 1.1984 | 1.2199 | 0.7064 | 0.2753 | 0.2754 | 0.2726 | 0.2673 |
| Â | 150 | 0.5650 | 0.5371 | 0.5205 | 0.5205 | 0.5418 | 0.3041 | 0.5206 | 0.5219 | 0.3507 | 0.5406 | 0.5335 | 0.3652 | 0.1569 | 0.1562 | 0.1454 | 0.1653 |
| Â | 150 | 0.3287 | 0.3063 | 0.2990 | 0.2990 | 0.3185 | 0.1768 | 0.2994 | 0.3146 | 0.2216 | 0.3217 | 0.3174 | 0.2441 | 0.1061 | 0.1123 | 0.1166 | 0.1388 |
| Â | 200 | 0.2295 | 0.2246 | 0.2230 | 0.2230 | 0.2256 | 0.1322 | 0.2230 | 0.2232 | 0.1693 | 0.2266 | 0.2245 | 0.1858 | 0.0873 | 0.0910 | 0.0973 | 0.1299 |
| Â | 300 | 0.1451 | 0.1428 | 0.1420 | 0.1420 | 0.1433 | 0.0835 | 0.1421 | 0.1424 | 0.1114 | 0.1440 | 0.1428 | 0.1248 | 0.0654 | 0.0666 | 0.0753 | 0.1014 |
| Â | 400 | 0.1218 | 0.1201 | 0.1196 | 0.1196 | 0.1206 | 0.0741 | 0.1196 | 0.1200 | 0.0975 | 0.1210 | 0.1203 | 0.1078 | 0.0620 | 0.0622 | 0.0696 | 0.0909 |
0.85 | 50 | 2.0705 | 1.6912 | 1.4560 | 1.4560 | 1.6372 | 0.8495 | 1.5733 | 1.5867 | 0.7884 | 1.5602 | 1.6396 | 0.8685 | 0.2874 | 0.2766 | 0.2978 | 0.2729 |
| Â | 150 | 0.8047 | 0.6826 | 0.6201 | 0.6201 | 0.7378 | 0.4146 | 0.6358 | 0.7126 | 0.4474 | 0.7488 | 0.7420 | 0.4556 | 0.1640 | 0.1708 | 0.1797 | 0.1669 |
| Â | 150 | 0.4192 | 0.4033 | 0.3963 | 0.3963 | 0.4050 | 0.2236 | 0.3963 | 0.3973 | 0.2718 | 0.4076 | 0.4005 | 0.2938 | 0.1117 | 0.1067 | 0.1063 | 0.1416 |
| Â | 200 | 0.3553 | 0.3400 | 0.3333 | 0.3333 | 0.3445 | 0.1947 | 0.3334 | 0.3385 | 0.2395 | 0.3467 | 0.3419 | 0.2571 | 0.0981 | 0.0961 | 0.0959 | 0.1264 |
| Â | 300 | 0.2062 | 0.2022 | 0.2009 | 0.2009 | 0.2027 | 0.1146 | 0.2009 | 0.2007 | 0.1510 | 0.2037 | 0.2018 | 0.1678 | 0.0683 | 0.0719 | 0.0836 | 0.1189 |
| Â | 400 | 0.1581 | 0.1556 | 0.1548 | 0.1548 | 0.1561 | 0.0904 | 0.1548 | 0.1550 | 0.1215 | 0.1567 | 0.1554 | 0.1350 | 0.0574 | 0.0639 | 0.0757 | 0.1054 |
0.90 | 50 | 3.7407 | 2.9990 | 2.4765 | 2.4765 | 2.4930 | 1.4104 | 2.6973 | 2.5932 | 1.1048 | 2.1467 | 2.4423 | 1.6389 | 0.3976 | 0.2697 | 0.2970 | 0.2646 |
| Â | 150 | 1.4160 | 1.1803 | 0.9990 | 0.9990 | 1.1983 | 0.6501 | 1.0485 | 1.1210 | 0.6055 | 1.1888 | 1.1956 | 0.6220 | 0.1938 | 0.1718 | 0.1781 | 0.1597 |
| Â | 150 | 0.6022 | 0.5618 | 0.5397 | 0.5397 | 0.5715 | 0.3259 | 0.5399 | 0.5572 | 0.3695 | 0.5756 | 0.5686 | 0.3820 | 0.1397 | 0.1029 | 0.0986 | 0.1183 |
| Â | 200 | 0.5225 | 0.4938 | 0.4772 | 0.4772 | 0.4986 | 0.2806 | 0.4773 | 0.4855 | 0.3241 | 0.5019 | 0.4946 | 0.3384 | 0.1232 | 0.0912 | 0.0887 | 0.1160 |
| Â | 300 | 0.3405 | 0.3295 | 0.3245 | 0.3245 | 0.3311 | 0.1852 | 0.3245 | 0.3250 | 0.2304 | 0.3327 | 0.3282 | 0.2479 | 0.0881 | 0.0733 | 0.0812 | 0.1206 |
| Â | 400 | 0.2261 | 0.2213 | 0.2196 | 0.2196 | 0.2221 | 0.1239 | 0.2196 | 0.2194 | 0.1637 | 0.2229 | 0.2207 | 0.1804 | 0.0650 | 0.0648 | 0.0784 | 0.1172 |
0.95 | 50 | 10.2149 | 8.5428 | 7.5293 | 7.5293 | 4.5904 | 6.7328 | 8.0403 | 7.5675 | 1.8907 | 2.8028 | 4.4658 | 5.4586 | 0.7120 | 0.2463 | 0.3533 | 0.3033 |
| Â | 150 | 2.5728 | 2.1707 | 1.7531 | 1.7531 | 2.0278 | 1.1813 | 1.8526 | 1.8837 | 0.9390 | 1.8733 | 1.9465 | 0.9753 | 0.3553 | 0.1398 | 0.1595 | 0.1400 |
| Â | 150 | 1.5011 | 1.3211 | 1.1547 | 1.1547 | 1.3100 | 0.7579 | 1.1703 | 1.2217 | 0.6938 | 1.2833 | 1.2854 | 0.6816 | 0.2641 | 0.0995 | 0.0990 | 0.0944 |
| Â | 200 | 1.0722 | 0.9911 | 0.9175 | 0.9175 | 0.9797 | 0.5535 | 0.9183 | 0.9184 | 0.5464 | 0.9661 | 0.9382 | 0.5399 | 0.2004 | 0.0744 | 0.0682 | 0.0808 |
| Â | 300 | 0.6670 | 0.6326 | 0.6110 | 0.6110 | 0.6320 | 0.3568 | 0.6110 | 0.6107 | 0.3948 | 0.6326 | 0.6199 | 0.4028 | 0.1509 | 0.0624 | 0.0633 | 0.0926 |
| Â | 400 | 0.4621 | 0.4422 | 0.4314 | 0.4314 | 0.4440 | 0.2481 | 0.4314 | 0.4331 | 0.2927 | 0.4463 | 0.4391 | 0.3079 | 0.1086 | 0.0585 | 0.0653 | 0.1031 |
0.99 | 50 | 32.4039 | 24.4047 | 19.7646 | 19.7646 | 8.7644 | 10.0134 | 22.9465 | 21.6112 | 2.9838 | 1.8059 | 6.4482 | 9.1490 | 1.6363 | 0.1968 | 0.5256 | 0.4411 |
| Â | 150 | 12.8321 | 9.5508 | 7.0341 | 7.0341 | 5.1040 | 5.1113 | 8.4529 | 8.1270 | 1.9224 | 2.3267 | 4.4613 | 3.4463 | 1.1347 | 0.1257 | 0.2843 | 0.2505 |
| Â | 150 | 7.7078 | 6.9505 | 5.5602 | 5.5602 | 4.3766 | 3.2532 | 9.8280 | 5.5190 | 1.6118 | 2.7408 | 3.7907 | 2.2650 | 1.1277 | 0.0763 | 0.1257 | 0.1069 |
| Â | 200 | 5.2463 | 4.4771 | 3.4217 | 3.4217 | 3.5625 | 2.3493 | 3.6828 | 3.4454 | 1.3930 | 2.6048 | 3.1553 | 1.6674 | 0.8815 | 0.0548 | 0.0761 | 0.0667 |
| Â | 300 | 2.6472 | 2.3487 | 1.9468 | 1.9468 | 2.1480 | 1.2806 | 1.9737 | 1.9370 | 0.9957 | 1.9349 | 1.9984 | 0.9788 | 0.5707 | 0.0373 | 0.0359 | 0.0352 |
| Â | 400 | 2.2951 | 2.0695 | 1.7679 | 1.7679 | 1.9347 | 1.1649 | 1.7822 | 1.7425 | 0.9505 | 1.7800 | 1.8098 | 0.9134 | 0.5115 | 0.0327 | 0.0287 | 0.0310 |