Parameters

n = 25

n = 100

n = 200

n = 300

n = 400

n = 500

$\widehat{k}$

2.2491

(0.3142)

2.7255

(0.2854)

2.7522

(0.1678)

2.4955

(0.2629)

2.4734

(0.2173)

2.3427

(0.3332)

$\widehat{\alpha }$

1.0669

(0.5538)

1.5308

(0.3542)

1.3268

(0.3525)

1.6509

(0.1295)

1.5801

(0.1264)

1.5969

(0.0955)

$\widehat{\lambda }$

−0.3426

(0.8251)

−0.1197

(0.5371)

−0.3519

(0.4729)

0.3599

(0.3378)

0.2073

(0.3389)

0.3857

(0.4775)