Prior PDF

$RE\left({\widehat{V}}_{HT}\mathrm{,}{\widehat{V}}_{MLE}\right)$

$RE\left({\widehat{V}}_{SE}\mathrm{,}{\widehat{V}}_{MLE}\right)$

$RE\left({\widehat{V}}_{HT}\mathrm{,}{\widehat{V}}_{SE}\right)$

Burr

$n=20$

0.1356

0.1519

0.8923

Inverted gamma

4.2461

4.1632

1.0199

Jeffrey

0.0365

0.0289

1.2616

Gaussian kernel

0.1187

0.1346

0.8818

Epanechnikov kernel

0.1187

0.1346

0.8818

Burr

$n=40$

0.3047

0.3345

0.9107

Inverted gamma

6.3934

6.2832

1.0175

Jeffrey

0.0166

0.0119

1.3947

Gaussian kernel

0.1234

0.1424

0.8663

Epanechnikov kernel

0.1221

0.1411

0.8659

Burr

$n=80$

0.0136

0.0151

0.9007

Inverted gamma

0.8058

0.7934

1.0156

Jeffrey

0.0159

0.0144

1.1065

Gaussian kernel

0.0105

0.0117

0.8988

Epanechnikov kernel

0.0114

0.0127

0.8999

Burr

$n=140$

0.0035

0.0037

0.9367

Inverted gamma

0.1421

0.1399

1.0155

Jeffrey

0.0040

0.0037

1.0680

Gaussian kernel

0.0019

0.0018

1.0119

Epanechnikov kernel

0.0021

0.0022

0.9670