Table 4 Estimated AVG and MSE under MH, HMC and RMH with fixed values of, \(\tau\) = 5, \(\lambda\) = 1.5, \(\beta\) = 0.9, \(\zeta\) = 1.3, \(\phi\) = 1.75, p = 0.5.
n | m | Method |  | k1=1.5 | k1=−1.5 | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
\(\hat{\lambda }\) | \(\hat{\beta }\) | \(\hat{\zeta }\) | \(\hat{\phi }\) | \(\hat{\lambda }\) | \(\hat{\beta }\) | \(\hat{\zeta }\) | \(\hat{\phi }\) | ||||
80 | 40 | MH | AVG | 0.9946 | 0.6347 | 0.7178 | 1.1222 | 1.0726 | 0.6585 | 0.7121 | 1.1030 |
MSE | 0.3102 | 0.1330 | 0.1855 | 0.2028 | 0.3133 | 0.1343 | 0.1874 | 0.2048 | |||
HMC | AVG | 1.5172 | 0.4908 | 0.7014 | 1.1136 | 1.5478 | 0.4957 | 0.7014 | 1.1360 | ||
MSE | 0.1937 | 0.0830 | 0.1158 | 0.1266 | 0.1956 | 0.0839 | 0.1170 | 0.1279 | |||
RMH | AVG | 1.0019 | 0.6305 | 0.7011 | 1.1494 | 1.0612 | 0.6672 | 0.6957 | 1.1771 | ||
MSE | 0.1356 | 0.0581 | 0.0811 | 0.0886 | 0.1369 | 0.0587 | 0.0819 | 0.0895 | |||
30 | MH | AVG | 1.5713 | 0.5132 | 0.6896 | 1.1763 | 1.5559 | 0.5031 | 0.7036 | 1.1998 | |
MSE | 0.3381 | 0.1449 | 0.2022 | 0.2211 | 0.3415 | 0.1464 | 0.2042 | 0.2232 | |||
HMC | AVG | 0.9828 | 0.6426 | 0.6935 | 1.1328 | 1.0750 | 0.6601 | 0.7091 | 1.1512 | ||
MSE | 0.2111 | 0.0905 | 0.1263 | 0.1380 | 0.2132 | 0.0914 | 0.1275 | 0.1394 | |||
RMH | AVG | 1.5585 | 0.4927 | 0.7007 | 1.1828 | 1.5740 | 0.4977 | 0.6937 | 1.1828 | ||
MSE | 0.1478 | 0.0634 | 0.0884 | 0.0966 | 0.1493 | 0.0640 | 0.0893 | 0.0976 | |||
20 | MH | AVG | 1.0440 | 0.6174 | 0.6971 | 1.1464 | 1.1257 | 0.6504 | 0.7047 | 1.1530 | |
MSE | 0.3685 | 0.1579 | 0.2204 | 0.2409 | 0.3722 | 0.1596 | 0.2226 | 0.2433 | |||
HMC | AVG | 1.5449 | 0.4997 | 0.7048 | 1.1616 | 1.5295 | 0.4899 | 0.6978 | 1.1274 | ||
MSE | 0.2301 | 0.0987 | 0.1376 | 0.1504 | 0.2324 | 0.0997 | 0.1390 | 0.1519 | |||
RMH | AVG | 1.0174 | 0.6389 | 0.7100 | 1.1364 | 1.1009 | 0.6603 | 0.7038 | 1.1322 | ||
MSE | 0.1611 | 0.0691 | 0.0963 | 0.1053 | 0.1627 | 0.0698 | 0.0973 | 0.1064 | |||
150 | 100 | MH | AVG | 1.5493 | 0.4988 | 0.7166 | 1.1366 | 1.5187 | 0.4988 | 0.7025 | 1.1596 |
MSE | 0.2479 | 0.1063 | 0.1482 | 0.1620 | 0.2503 | 0.1073 | 0.1498 | 0.1637 | |||
HMC | AVG | 1.0309 | 0.6243 | 0.7121 | 1.1165 | 1.0858 | 0.6519 | 0.7128 | 1.1471 | ||
MSE | 0.1548 | 0.0664 | 0.0926 | 0.1012 | 0.1563 | 0.0670 | 0.0935 | 0.1022 | |||
RMH | AVG | 1.5290 | 0.5058 | 0.7169 | 1.1711 | 1.5753 | 0.4959 | 0.7169 | 1.1711 | ||
MSE | 0.1083 | 0.0464 | 0.0648 | 0.0708 | 0.1094 | 0.0469 | 0.0655 | 0.0715 | |||
60 | MH | AVG | 1.1007 | 0.6178 | 0.6918 | 1.1485 | 1.1446 | 0.6487 | 0.6991 | 1.1877 | |
MSE | 0.2702 | 0.1158 | 0.1615 | 0.1767 | 0.2729 | 0.1170 | 0.1632 | 0.1784 | |||
HMC | AVG | 1.5426 | 0.5132 | 0.7139 | 1.1818 | 1.5580 | 0.4981 | 0.6999 | 1.1818 | ||
MSE | 0.1687 | 0.0723 | 0.1009 | 0.1103 | 0.1704 | 0.0731 | 0.1019 | 0.1114 | |||
RMH | AVG | 1.0638 | 0.6210 | 0.7127 | 1.1291 | 1.1338 | 0.6338 | 0.7132 | 1.1226 | ||
MSE | 0.1181 | 0.0506 | 0.0706 | 0.0772 | 0.1193 | 0.0511 | 0.0713 | 0.0780 | |||
30 | MH | AVG | 1.5611 | 0.5003 | 0.7194 | 1.1357 | 1.5301 | 0.4903 | 0.7053 | 1.1357 | |
MSE | 0.2945 | 0.1262 | 0.1761 | 0.1925 | 0.2974 | 0.1276 | 0.1779 | 0.1944 | |||
HMC | AVG | 1.0414 | 0.6355 | 0.6919 | 1.1261 | 1.0936 | 0.6493 | 0.7064 | 1.1316 | ||
MSE | 0.1839 | 0.0788 | 0.1100 | 0.1202 | 0.1857 | 0.0796 | 0.1111 | 0.1214 | |||
RMH | AVG | 1.5691 | 0.5072 | 0.7036 | 1.1547 | 1.5691 | 0.4973 | 0.7106 | 1.1319 | ||
MSE | 0.1287 | 0.0552 | 0.0770 | 0.0841 | 0.1300 | 0.0557 | 0.0778 | 0.0850 | |||