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

$n=20$

0.2068

0.1860

1.1116

Inverted gamma

4.7351

4.8309

0.9802

Jeffrey

0.0232

0.0306

0.7589

Gaussian kernel

0.1948

0.1735

1.1226

Epanechnikov kernel

0.1949

0.1736

1.1227

Burr

$n=40$

0.1500

0.1327

1.1305

Inverted gamma

5.9173

6.0152

0.9837

Jeffrey

0.0673

0.0785

0.8581

Gaussian kernel

0.0516

0.0431

1.1980

Epanechnikov kernel

0.051

0.0425

1.1985

Burr

$n=80$

0.0126

0.0121

1.0406

Inverted gamma

0.8155

0.8274

0.9856

Jeffrey

0.0326

0.0349

0.9365

Gaussian kernel

0.0111

0.0108

1.0307

Epanechnikov kernel

0.0116

0.0112

1.0356

Burr

$n=140$

0.0180

0.0183

0.9814

Inverted gamma

0.2545

0.2576

0.9880

Jeffrey

0.0329

0.0338

0.9733

Gaussian kernel

0.0222

0.0227

0.9762

Epanechnikov kernel

0.0204

0.0209

0.9772