| Methods | n = 100 | n = 300 | n = 500 | |||
| Bias | MSE | Bias | MSE | Bias | MSE | |
| MLE | 1.565 | 4.457 | 1.321 | 2.806 | 1.282 | 2.590 |
| Mallows | 1.538 | 4.400 | 1.323 | 2.819 | 1.280 | 2.578 |
| CUBIF | 1.551 | 4.435 | 1.312 | 2.772 | 1.275 | 2.562 |
| WMLT | 0.330 | 0.386 | 0.252 | 0.174 | 0.214 | 0.071 |