Parameter

Estimates of α

Estimates of β

Estimates of γ

Estimates of μ

Estimates of σ

α

β

γ

n

α ^

MSE

β ^

MSE

γ ^

MSE

μ ^

MSE

σ ^

MSE

−2

−1

−0.5

50

−1.6250

0.8307

−0.9264

0.8110

−0.6056

0.1145

0.0062

0.0132

0.9956

0.0034

80

−1.7473

0.7997

−0.9687

0.7611

−0.5882

0.0874

−0.0046

0.0081

0.9968

0.0019

100

−1.8362

0.7650

−0.9812

0.7242

−0.5773

0.0775

−0.0042

0.0062

0.9989

0.0016

200

−1.9694

0.7230

−1.0291

0.6423

−0.5521

0.0570

−0.0000

0.0030

0.9990

0.0010

0.5

50

−1.7159

0.7750

−1.2875

0.6464

0.5825

0.0594

0.0030

0.0076

1.0052

0.0033

80

−1.8546

0.7651

−1.1923

0.5876

0.5649

0.0454

0.0014

0.0052

1.0017

0.0008

100

−1.9151

0.7500

−1.1902

0.5426

0.5609

0.0396

−0.0012

0.0039

1.0013

0.0007

200

−1.9814

0.6988

−1.1304

0.3921

0.5479

0.0298

−0.0005

0.0018

1.0011

0.0004

1

−0.5

50

−1.8446

0.7561

1.1920

0.6069

−0.6383

0.0916

−0.0040

0.0113

0.9939

0.0029

80

−1.8938

0.7294

1.0657

0.4997

−0.6254

0.0774

−0.0038

0.0071

0.9976

0.0016

100

−1.9110

0.7055

1.0973

0.4694

−0.6145

0.0698

0.0029

0.0054

0.9977

0.0013

200

−2.0465

0.6953

1.0786

0.3444

−0.5799

0.0459

0.0020

0.0028

0.9984

0.0006

0.5

50

−2.1792

0.7217

0.8722

0.7465

0.7018

0.1497

0.0059

0.0090

0.9984

0.0026

80

−2.1069

0.7122

0.8727

0.6510

0.6926

0.1383

−0.0038

0.0057

0.9969

0.0015

100

−2.1039

0.7109

0.9775

0.6506

0.6845

0.1304

0.0026

0.0055

1.0008

0.0014

200

−2.0593

0.7106

0.9931

0.5216

0.6319

0.0931

0.0015

0.0023

0.9995

0.0008

2

−1

−0.5

50

2.2214

0.7554

−0.7836

0.7496

−0.7224

0.1504

−0.0039

0.0107

0.9947

0.0023

80

2.1171

0.7323

−0.9270

0.6784

−0.6795

0.1365

0.0022

0.0060

1.0005

0.0016

100

2.1049

0.6859

−0.9272

0.6550

−0.6780

0.1311

−0.0017

0.0046

0.9985

0.0014

200

2.0679

0.6594

−0.9904

0.5187

−0.6337

0.0899

−0.0016

0.0023

0.9996

0.0008

0.5

50

1.8328

0.7758

−1.1703

0.5936

0.6308

0.0945

0.0029

0.0116

0.9983

0.0030

80

1.9013

0.7269

−1.1263

0.4990

0.6225

0.0780

0.0088

0.0073

0.9955

0.0019

100

1.9917

0.7114

−1.0831

0.4608

0.6029

0.0634

0.0051

0.0053

0.9993

0.0011

200

1.9975

0.6890

−1.0244

0.3412

0.5694

0.0407

0.0007

0.0027

0.9995

0.0006

1

−0.5

50

1.7721

0.7584

1.2712

0.6471

−0.6005

0.0635

0.0025

0.0077

1.0014

0.0012

80

1.8733

0.7420

1.2314

0.5872

−0.5761

0.0472

0.0015

0.0047

1.0012

0.0008

100

1.9147

0.7345

1.2139

0.5512

−0.5706

0.0449

0.0014

0.0040

1.0005

0.0007

200

2.0094

0.7229

1.1614

0.4176

−0.5580

0.0321

0.0009

0.0018

1.0002

0.0004

0.5

50

1.6833

0.8291

0.9294

0.7915

0.6099

0.1152

−0.0091

0.0132

0.9965

0.0034

80

1.7691

0.8090

0.9798

0.7392

0.5947

0.0925

−0.0057

0.0078

0.9967

0.0019

100

1.8450

0.7902

1.0418

0.7351

0.5688

0.0807

−0.0053

0.0063

0.9987

0.0020

200

1.9351

0.7581

1.0267

0.6239

0.5539

0.0586

−0.0035

0.0035

0.9984

0.0009