Parameters

n = 25

n = 100

n = 200

n = 300

n = 400

n = 500

$\widehat{k}$

1.6222

(0.1702)

1.55498

(0.0923)

1.5443

(0.0556)

1.5256

(0.0702)

1.4995

(0.0444)

1.4861

(0.0425)

$\widehat{\alpha }$

0.4794

(0.1492)

0.4491

(0.1464)

0.4709

(0.1027)

0.6100

(0.0968)

0.5676

(0.0809)

0.5800

(0.0775)

$\widehat{\lambda }$

−0.7515

(0.2779)

−0.3283

(0.5442)

−0.5418

(0.2915)

−0.0662

(0.3622)

−0.2680

(0.2680)

−0.1773

(0.2671)