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

0.015179

0.01019

0.011506

0.081031

0.072919

0.081593

0.069448

0.012298

0.062322

λ ^ G

0.023027

0.020387

0.017671

0.032475

0.060628

0.061531

0.041225

0.006339

0.048246

π ^

0.034178

0.033682

0.029883

0.054578

0.10899

0.11112

0.0037814

0.0065256

0.085593

z ^

0.012745

0.018553

0.015974

0.16567

0.056251

0.058699

0.092928

0.011522

0.044879

ε ^ F N

N/A

N/A

0.01137

N/A

N/A

0.019695

N/A

N/A

0.019355

ε ^ F P

N/A

N/A

0.069956

N/A

N/A

0.12842

N/A

N/A

0.12454

ε ^

N/A

0.049788

N/A

N/A

0.066036

N/A

N/A

0.013988

N/A

R ^

0.036808

0.075438

0.063981

0.66988

0.21497

0.24341

0.48018

0.062283

0.18536