Size

Estimators

$\beta =3$

$\lambda =1$

$\lambda =2$

$\alpha =0.4$

$\alpha =1.4$

$\alpha =0.4$

$\alpha =1.4$

25

MLE

1.1042

0.9623

1.9827

2.1314

BS

1.1486

0.9583

1.9644

2.1982

BL (r = −0.7)

1.1580

0.9611

1.9761

2.2124

BL (r = 0.7)

1.0716

0.9858

1.9996

2.0824

50

MLE

1.1062

0.9675

1.9547

2.1241

BS

1.1304

0.9493

1.9342

2.1638

BL (r = −0.7)

1.1354

0.9538

1.9403

2.1722

BL (r = 0.7)

1.0878

0.9810

1.9822

2.0938

100

MLE

1.1010

0.9495

1.9279

2.1184

BS

1.1128

0.9301

1.9122

2.1376

BL (r = −0.7)

1.1152

0.9321

1.9151

2.1415

BL (r = 0.7)

1.0918

0.9614

1.9467

2.1034