Table 8 Estimated MSE values for different estimators at \(p=10\) 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 | 10.0413 | 6.5984 | 5.6933 | 5.6933 | 3.3771 | 1.9264 | 7.5501 | 6.4572 | 1.3362 | 2.5071 | 3.7315 | 8.6925 | 0.6424 | 0.7781 | 0.9773 | 0.8511 |
| Â | 150 | 1.7898 | 1.5391 | 1.2726 | 1.2726 | 1.4750 | 0.7910 | 1.3252 | 1.3288 | 0.7133 | 1.4068 | 1.1779 | 0.7170 | 0.3250 | 0.4996 | 0.5227 | 0.4449 |
| Â | 150 | 1.0541 | 0.8711 | 0.7401 | 0.7401 | 0.9291 | 0.5143 | 0.7716 | 0.8520 | 0.5187 | 0.9363 | 0.8098 | 0.5084 | 0.2273 | 0.3764 | 0.4125 | 0.3334 |
| Â | 200 | 0.6941 | 0.6362 | 0.5880 | 0.5880 | 0.6478 | 0.3576 | 0.5902 | 0.6117 | 0.3941 | 0.6507 | 0.5853 | 0.3949 | 0.1795 | 0.2471 | 0.2206 | 0.1835 |
| Â | 300 | 0.4091 | 0.3878 | 0.3694 | 0.3694 | 0.3944 | 0.2267 | 0.3698 | 0.3782 | 0.2687 | 0.3959 | 0.3691 | 0.2794 | 0.1394 | 0.1691 | 0.1459 | 0.1401 |
| Â | 400 | 0.3359 | 0.3194 | 0.3040 | 0.3040 | 0.3250 | 0.1912 | 0.3042 | 0.3134 | 0.2296 | 0.3273 | 0.3096 | 0.2408 | 0.1225 | 0.1448 | 0.1254 | 0.1254 |
0.85 | 50 | 11.2624 | 6.9740 | 5.9049 | 5.9049 | 3.3051 | 2.0109 | 7.2177 | 6.8487 | 1.3386 | 2.4649 | 2.4821 | 2.2982 | 0.5955 | 0.8259 | 1.0479 | 0.9365 |
| Â | 150 | 3.0234 | 2.0703 | 1.5728 | 1.5728 | 2.0213 | 1.2002 | 1.9317 | 2.0745 | 0.9207 | 1.9218 | 1.6007 | 1.0067 | 0.3553 | 0.5881 | 0.7833 | 0.6891 |
| Â | 150 | 1.2829 | 1.1406 | 0.9953 | 0.9953 | 1.1259 | 0.6032 | 1.0124 | 1.0332 | 0.5844 | 1.1077 | 0.9241 | 0.5861 | 0.2482 | 0.3447 | 0.3312 | 0.2698 |
| Â | 200 | 1.1445 | 1.0240 | 0.8864 | 0.8864 | 1.0280 | 0.5791 | 0.8971 | 0.9324 | 0.5718 | 1.0175 | 0.8745 | 0.5568 | 0.2259 | 0.2840 | 0.2793 | 0.2294 |
| Â | 300 | 0.6448 | 0.6033 | 0.5651 | 0.5651 | 0.6072 | 0.3361 | 0.5656 | 0.5751 | 0.3725 | 0.6087 | 0.5514 | 0.3796 | 0.1492 | 0.1621 | 0.1385 | 0.1317 |
| Â | 400 | 0.4413 | 0.4207 | 0.4007 | 0.4007 | 0.4251 | 0.2426 | 0.4008 | 0.4060 | 0.2871 | 0.4263 | 0.3963 | 0.2971 | 0.1249 | 0.1355 | 0.1170 | 0.1248 |
0.90 | 50 | 21.2886 | 14.8412 | 13.7362 | 13.7362 | 4.8245 | 3.2693 | 13.9964 | 14.1815 | 1.7533 | 2.6035 | 3.1982 | 4.5273 | 0.8007 | 0.8366 | 1.1202 | 0.9984 |
| Â | 150 | 5.2755 | 3.7706 | 2.8606 | 2.8606 | 2.8511 | 1.8235 | 3.4791 | 3.4300 | 1.1671 | 2.3215 | 1.9960 | 1.4843 | 0.4349 | 0.6061 | 0.8008 | 0.7206 |
| Â | 150 | 2.2256 | 1.8223 | 1.4441 | 1.4441 | 1.7593 | 0.9923 | 1.5524 | 1.6225 | 0.8258 | 1.6793 | 1.3836 | 0.8397 | 0.3248 | 0.3312 | 0.3886 | 0.3278 |
| Â | 200 | 1.6677 | 1.4419 | 1.1726 | 1.1726 | 1.4070 | 0.8078 | 1.2136 | 1.2558 | 0.7098 | 1.3659 | 1.1189 | 0.6885 | 0.2836 | 0.2831 | 0.3001 | 0.2494 |
| Â | 300 | 0.9812 | 0.8908 | 0.7858 | 0.7858 | 0.8934 | 0.5094 | 0.7892 | 0.8168 | 0.5111 | 0.8894 | 0.7711 | 0.4933 | 0.1997 | 0.1767 | 0.1638 | 0.1402 |
| Â | 400 | 0.6979 | 0.6552 | 0.6080 | 0.6080 | 0.6576 | 0.3736 | 0.6085 | 0.6134 | 0.4056 | 0.6560 | 0.5917 | 0.4035 | 0.1561 | 0.1244 | 0.1083 | 0.1108 |
0.95 | 50 | 46.2000 | 29.1804 | 25.2659 | 25.2659 | 5.4837 | 5.8644 | 30.2338 | 28.4016 | 2.0015 | 1.9057 | 3.2731 | 21.5943 | 1.0508 | 0.8383 | 1.2761 | 1.1310 |
| Â | 150 | 7.7996 | 5.9213 | 4.5311 | 4.5311 | 3.7790 | 2.7474 | 5.2810 | 5.0166 | 1.4398 | 2.5307 | 2.1785 | 2.0708 | 0.7427 | 0.5808 | 0.8271 | 0.7487 |
| Â | 150 | 4.9747 | 3.9420 | 2.9481 | 2.9481 | 3.1353 | 2.0870 | 3.3786 | 3.2766 | 1.3085 | 2.4907 | 2.0358 | 1.5181 | 0.6213 | 0.3795 | 0.5363 | 0.4824 |
| Â | 200 | 2.7902 | 2.3894 | 1.8350 | 1.8350 | 2.1707 | 1.3487 | 1.9560 | 1.9215 | 0.9977 | 1.9515 | 1.4803 | 0.9913 | 0.4586 | 0.2909 | 0.3492 | 0.3010 |
| Â | 300 | 1.9752 | 1.7565 | 1.4396 | 1.4396 | 1.6631 | 0.9894 | 1.4677 | 1.4550 | 0.8212 | 1.5677 | 1.2487 | 0.7804 | 0.3680 | 0.1622 | 0.1709 | 0.1474 |
| Â | 400 | 1.3726 | 1.2224 | 1.0014 | 1.0014 | 1.2074 | 0.7226 | 1.0184 | 1.0661 | 0.6598 | 1.1884 | 1.0039 | 0.6259 | 0.2731 | 0.1312 | 0.1324 | 0.1143 |
0.99 | 50 | 224.6266 | 133.1416 | 117.7330 | 117.7330 | 6.4006 | 23.3219 | 145.6016 | 134.0307 | 2.7253 | 0.5511 | 2.4014 | 38.1833 | 1.0479 | 0.8056 | 1.5100 | 1.3295 |
| Â | 150 | 45.6679 | 32.1013 | 25.0650 | 25.0650 | 5.4541 | 12.3144 | 30.2648 | 29.2505 | 2.0631 | 0.9091 | 1.8923 | 10.6451 | 1.2642 | 0.5692 | 1.1834 | 1.0402 |
| Â | 150 | 26.6899 | 21.1364 | 16.5910 | 16.5910 | 6.3364 | 8.4746 | 18.6381 | 17.0394 | 2.0629 | 1.4275 | 2.0042 | 6.5258 | 1.7247 | 0.3591 | 0.7869 | 0.6792 |
| Â | 200 | 16.5518 | 12.9521 | 9.6456 | 9.6456 | 5.4292 | 5.9350 | 11.1317 | 10.3195 | 1.9041 | 1.9134 | 2.0424 | 4.1712 | 1.2661 | 0.2514 | 0.5495 | 0.4835 |
| Â | 300 | 8.5828 | 7.1642 | 5.3534 | 5.3534 | 4.6558 | 3.6995 | 5.9379 | 5.4118 | 1.7028 | 2.5801 | 2.1512 | 2.4129 | 1.3575 | 0.1367 | 0.2615 | 0.2337 |
| Â | 400 | 6.7322 | 5.6428 | 4.1643 | 4.1643 | 3.9672 | 2.9926 | 4.6288 | 4.2021 | 1.5484 | 2.5519 | 2.0452 | 1.9070 | 1.2166 | 0.1068 | 0.1880 | 0.1731 |