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| Case (i) |
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| Case (ii) |
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| Case (iii) |
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| BIC | GACV | GCV | BS | BIC | GACV | GCV | BS | BIC | GACV | GCV | BS |
n = 100 |
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IABIAS | 29.835 | 33.621 | 30.643 | 43.104 | 29.550 | 34.495 | 30.006 | 46.696 | 49.812 | 54.306 | 51.422 | 64.237 |
| 6.069 | 6.499 | 6.140 | 8.036 | 7.027 | 7.847 | 7.026 | 10.649 | 9.797 | 12.765 | 9.684 | 16.827 |
MISE | 14.581 | 19.176 | 15.379 | 37.450 | 14.436 | 20.481 | 14.873 | 54.989 | 37.339 | 58.578 | 39.666 | 106.553 |
| 5.875 | 14.661 | 6.106 | 54.348 | 6.459 | 17.833 | 6.547 | 135.870 | 20.192 | 329.668 | 22.028 | 587.813 |
DF | 1227.584 | 1409.248 | 1267.132 | - | 1181.893 | 1376.901 | 1204.128 | - | 1260.861 | 1429.779 | 1318.995 | - |
| 106.715 | 106.075 | 102.198 | - | 106.072 | 109.127 | 100.670 | - | 104.080 | 111.360 | 108.925 | - |
n = 300 |
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IABIAS | 17.885 | 19.834 | 18.962 | 23.643 | 15.972 | 17.978 | 16.595 | 22.295 | 33.432 | 36.265 | 36.146 | 40.697 |
| 3.370 | 3.529 | 3.476 | 3.645 | 3.363 | 3.624 | 3.413 | 3.838 | 6.675 | 6.458 | 6.577 | 6.291 |
MISE | 5.188 | 6.407 | 5.852 | 9.179 | 4.225 | 5.348 | 4.552 | 8.318 | 18.751 | 21.386 | 21.270 | 26.320 |
| 1.845 | 2.161 | 2.036 | 2.753 | 1.671 | 2.089 | 1.783 | 2.961 | 9.249 | 9.319 | 9.419 | 9.831 |
DF | 1196.849 | 1407.369 | 1314.363 | - | 1142.739 | 1354.685 | 1222.428 | - | 1289.492 | 1485.475 | 1471.698 | - |
| 68.528 | 76.614 | 78.794 | - | 68.308 | 77.785 | 69.231 | - | 77.216 | 75.052 | 88.981 | - |
n = 500 |
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IABIAS | 14.356 | 15.654 | 15.113 | 18.230 | 12.5844 | 13.735 | 12.969 | 16.557 | 29.411 | 31.519 | 31.803 | 34.598 |
| 2.626 | 2.768 | 2.750 | 2.910 | 2.4399 | 2.530 | 2.388 | 2.715 | 7.374 | 6.952 | 7.045 | 6.740 |
MISE | 3.372 | 4.003 | 3.740 | 5.439 | 2.6288 | 3.130 | 2.788 | 4.567 | 16.395 | 18.093 | 18.354 | 20.913 |
| 1.184 | 1.354 | 1.303 | 1.651 | 0.9924 | 1.113 | 0.993 | 1.470 | 11.118 | 10.905 | 11.013 | 10.937 |
DF | 1210.032 | 1426.518 | 1339.452 | - | 1157.6377 | 1365.706 | 1251.546 | - | 1317.323 | 1522.904 | 1553.775 | - |
| 61.335 | 68.784 | 73.771 | - | 52.0414 | 68.176 | 55.066 | - | 75.347 | 74.644 | 103.840 | - |