n

Properties

$\alpha =0.5$

$\tau =0.7$

$\lambda =0.9$

$\delta =0.4$

50

Bias

0.0324

0.5088

0.8369

0.2625

RMSE

0.6847

0.8095

1.9637

0.9301

Est.

0.5324

1.2088

1.7369

0.6625

200

Bias

−0.0781

0.2628

0.7567

0.2155

RMSE

0.1979

0.4535

1.7441

0.7009

Est.

0.4219

0.9628

1.6567

0.6155

300

Bias

−0.0716

0.2095

0.6768

0.2526

RMSE

0.1607

0.3817

1.6282

0.5791

Est.

0.4284

0.9095

1.5768

0.6526

500

Bias

−0.0587

0.1547

0.5437

0.1942

RMSE

0.1281

0.2979

1.2762

0.4519

Est.

0.4413

0.8547

1.4437

0.5942

700

Bias

−0.0484

0.1189

0.4211

0.1435

RMSE

0.1104

0.2468

1.0641

0.3582

Est.

0.4516

0.8189

1.3211

0.5435

1000

Bias

−0.0348

0.0801

0.269

−0.0755

RMSE

0.0944

0.2045

0.8391

0.4558

Est.

0.4665

0.7801

1.169

0.3558