Table 1 Estimated AVG and MSE under EM and SEM with fixed value, \(\tau\) = 3.5, \(\lambda\) = 2.5, \(\beta\) = 0.8, \(\zeta\) = 1.2, \(\phi\) = 1.5, p = 0.5.
n | m | Method | Â | \(\hat{\lambda }\) | \(\hat{\beta }\) | \(\hat{\zeta }\) | \(\hat{\phi }\) |
|---|---|---|---|---|---|---|---|
80 | 40 | EM | AVG | 1.0451 | 0.6410 | 0.7104 | 1.1110 |
MSE | 0.7007 | 0.3005 | 0.4191 | 0.4581 | |||
SEM | AVG | 1.5167 | 0.4956 | 0.7013 | 1.1357 | ||
MSE | 0.4376 | 0.1875 | 0.2615 | 0.2859 | |||
30 | EM | AVG | 1.0219 | 0.6368 | 0.7010 | 1.1724 | |
MSE | 0.3062 | 0.1312 | 0.1832 | 0.2002 | |||
SEM | AVG | 1.5400 | 0.5132 | 0.7035 | 1.1761 | ||
MSE | 0.7636 | 0.3272 | 0.4567 | 0.4994 | |||
20 | EM | AVG | 1.0024 | 0.6753 | 0.6933 | 1.1439 | |
MSE | 0.4769 | 0.2043 | 0.2853 | 0.3118 | |||
SEM | AVG | 1.6377 | 0.5026 | 0.7006 | 1.1710 | ||
MSE | 0.3338 | 0.1433 | 0.1997 | 0.2181 | |||
150 | 100 | EM | AVG | 1.0544 | 0.6174 | 0.7111 | 1.1349 |
MSE | 0.8324 | 0.3568 | 0.4979 | 0.5443 | |||
SEM | AVG | 1.5915 | 0.5096 | 0.7189 | 1.1615 | ||
MSE | 0.5197 | 0.2229 | 0.3107 | 0.3397 | |||
60 | EM | AVG | 1.0379 | 0.6325 | 0.7460 | 1.1823 | |
MSE | 0.3640 | 0.1561 | 0.2175 | 0.2379 | |||
SEM | AVG | 1.5337 | 0.5294 | 0.7457 | 1.1709 | ||
MSE | 0.5600 | 0.2401 | 0.3348 | 0.3661 | |||
30 | EM | AVG | 1.0726 | 0.6367 | 0.7120 | 1.0942 | |
MSE | 0.3497 | 0.1500 | 0.2091 | 0.2286 | |||
SEM | AVG | 1.5596 | 0.5211 | 0.7169 | 1.1826 | ||
MSE | 0.2446 | 0.1048 | 0.1463 | 0.1599 |