Size

Estimators

$\beta =3$

$\lambda =1$

$\lambda =2$

$\alpha =0.4$

$\alpha =1.4$

$\alpha =0.4$

$\alpha =1.4$

25

MLE

0.5432

1.2733

0.4227

1.5116

BS

0.5876

1.2693

0.4044

1.5784

BL (r = −0.7)

0.5971

1.2722

0.4167

1.5926

BL (r = 0.7)

0.5106

1.2968

0.4396

1.4626

50

MLE

0.5452

1.2785

0.3947

1.5042

BS

0.5694

1.2603

0.3742

1.5447

BL (r = −0.7)

0.5744

1.2648

0.3803

1.5522

BL (r = 0.7)

0.5268

1.2922

0.4222

1.4747

100

MLE

0.5401

1.2605

0.3679

1.4986

BS

0.5518

1.2416

0.3522

1.5178

BL (r = −0.7)

0.5542

1.2431

0.3551

1.5217

BL (r = 0.7)

0.5308

1.2724

0.3867

1.4836