Size

Estimators

$\beta =3$

$\lambda =1$

$\lambda =2$

$\alpha =0.4$

$\alpha =1.4$

$\alpha =0.4$

$\alpha =1.4$

25

MLE

0.8724

0.8552

0.8974

0.9135

BS

0.8887

0.8557

0.8985

0.9426

BL (r = −0.7)

0.8928

0.8551

0.8997

0.9501

BL (r = 0.7)

0.8631

0.8543

0.8967

0.8981

50

MLE

0.8511

0.8407

0.8686

0.8762

BS

0.8571

0.8411

0.8617

0.8867

BL (r = −0.7)

0.8584

0.8417

0.8618

0.8891

BL (r = 0.7)

0.8472

0.8384

0.8584

0.8693

100

MLE

0.8409

0.8343

0.8469

0.8563

BS

0.8433

0.8358

0.8479

0.8607

BL (r = −0.7)

0.8438

0.8366

0.8485

0.8617

BL (r = 0.7)

0.8391

0.8329

0.8458

0.8533