Prior PDF

$RE\left({\widehat{V}}_{HT}\mathrm{,}{\widehat{V}}_{MLE}\right)$

$RE\left({\widehat{V}}_{SE}\mathrm{,}{\widehat{V}}_{MLE}\right)$

$RE\left({\widehat{V}}_{HT}\mathrm{,}{\widehat{V}}_{SE}\right)$

Burr

$n=20$

0.0703

0.0702

1.0011

Inverted gamma

3.7132

3.7135

0.9999

Jeffrey

0.0612

0.0613

0.9981

Gaussian kernel

0.0585

0.0583

1.0037

Epanechnikov kernel

0.0585

0.0583

1.0037

Burr

$n=40$

0.1195

0.1194

1.0008

Inverted gamma

7.3018

7.3022

0.9999

Jeffrey

0.1351

0.1352

0.9993

Gaussian kernel

0.0384

0.0384

1.0008

Epanechnikov kernel

0.0381

0.0381

1.0008

Burr

$n=80$

0.0144

0.0144

1.0002

Inverted gamma

0.8626

0.8734

0.9876

Jeffrey

0.0250

0.0250

0.9998

Gaussian kernel

0.0122

0.0122

1.0003

Epanechnikov kernel

0.0131

0.0131

1.0002

Burr

$n=140$

0.0065

0.0065

100000

Inverted gamma

0.1863

0.1863

100000

Jeffrey

0.0117

0.0117

0.9999

Gaussian kernel

0.0070

0.0070

0.9999

Epanechnikov kernel

0.0064

0.0064

0.9999