Methods

n = 100

n = 300

n = 500

Bias

MSE

Bias

MSE

Bias

MSE

MLE

2.522

3.168

1.392

3.011

1.339

2.857

Mallows

1.739

3.118

1.377

2.809

1.329

2.137

CUBIF

2.250

3.885

1.383

3.145

1.328

2.809

WMLT

0.242

0.104

0.222

0.077

0.069

0.050