Par. Estim.

ε F N = 0.02 , ε F P = 0.1

ε F N = 0.3 , ε F P = 0.2

ε F N = 0.2 , ε F P = 0.2

2Dim.

3Dim.

4Dim.

2Dim.

3Dim.

4Dim.

2Dim.

3Dim.

4Dim.

λ ^ L

0.0015409

0.0044091

0.011434

0.00088506

0.056186

0.074851

0.0010531

0.012306

0.060019

λ ^ G

0.0024536

0.0030933

0.017684

0.0018842

0.014262

0.05958

0.002174

0.0063406

0.047968

π ^

0.0042913

0.0043876

0.029889

0.0031843

0.015945

0.10611

0.0035712

0.006532

0.084542

z ^

0.0034378

0.0051624

0.015988

0.0024631

0.016208

0.057152

0.0027625

0.011531

0.044632

ε ^ F N

N/A

N/A

0.011379

N/A

N/A

0.019208

N/A

N/A

0.019286

ε ^ F P

N/A

N/A

0.06998

N/A

N/A

0.12818

N/A

N/A

0.12458

ε ^

N/A

0.0072381

N/A

N/A

0.015834

N/A

N/A

0.01398

N/A

R ^

0.016441

0.030185

0.064045

0.0050586

0.049663

0.23955

0.0075251

0.062329

0.18484