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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 | 30.954 | 34.347 | 31.649 | 43.095 | 31.263 | 35.429 | 31.520 | 46.884 | 50.598 | 54.612 | 52.022 | 63.973 |
| 6.074 | 6.498 | 6.170 | 8.037 | 6.626 | 7.611 | 6.604 | 11.695 | 9.431 | 12.712 | 9.376 | 14.377 |
MISE | 16.093 | 20.245 | 16.762 | 37.521 | 16.510 | 21.848 | 16.727 | 60.375 | 38.319 | 59.115 | 40.487 | 89.844 |
| 5.979 | 14.659 | 6.219 | 56.611 | 6.612 | 18.404 | 6.645 | 185.554 | 21.209 | 334.487 | 23.024 | 328.872 |
DF | 1253.243 | 1429.974 | 1292.463 | - | 1210.361 | 1395.702 | 1228.656 | - | 1281.472 | 1445.200 | 1338.260 | - |
| 99.732 | 100.901 | 95.411 | - | 108.539 | 110.258 | 98.756 | - | 106.142 | 108.857 | 104.281 | - |
n = 300 |
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IABIAS | 18.762 | 20.381 | 19.606 | 23.643 | 16.979 | 18.632 | 17.519 | 22.294 | 34.039 | 36.581 | 36.376 | 40.696 |
| 3.338 | 3.458 | 3.426 | 3.644 | 3.176 | 3.521 | 3.287 | 3.838 | 6.588 | 6.406 | 6.537 | 6.289 |
MISE | 5.888 | 6.823 | 6.358 | 9.179 | 4.972 | 5.794 | 5.183 | 8.317 | 19.121 | 21.600 | 21.393 | 26.320 |
| 1.962 | 2.180 | 2.087 | 2.752 | 1.830 | 2.143 | 1.893 | 2.961 | 9.197 | 9.268 | 9.422 | 9.832 |
DF | 1258.010 | 1457.920 | 1363.208 | - | 1205.782 | 1408.397 | 1284.380 | - | 1325.434 | 1518.928 | 1496.542 | - |
| 65.165 | 70.682 | 71.458 | - | 67.726 | 71.847 | 63.174 | - | 70.470 | 71.405 | 87.412 | - |
n = 500 |
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IABIAS | 15.087 | 16.093 | 15.705 | 18.229 | 13.501 | 14.360 | 13.814 | 16.558 | 29.910 | 31.766 | 31.988 | 34.599 |
| 2.561 | 2.696 | 2.665 | 2.910 | 2.225 | 2.417 | 2.284 | 2.715 | 7.169 | 6.858 | 6.965 | 6.741 |
MISE | 3.816 | 4.257 | 4.075 | 5.438 | 3.160 | 3.452 | 3.231 | 4.568 | 16.721 | 18.253 | 18.463 | 20.914 |
| 1.230 | 1.357 | 1.301 | 1.651 | 1.041 | 1.137 | 1.052 | 1.470 | 11.018 | 10.847 | 10.949 | 10.939 |
DF | 1281.520 | 1484.408 | 1406.453 | - | 1233.752 | 1437.042 | 1329.486 | - | 1360.986 | 1560.749 | 1586.328 | - |
| 56.717 | 62.400 | 68.205 | - | 54.702 | 65.378 | 57.779 | - | 70.218 | 67.571 | 92.849 | - |