Table 3: Estimated MSE when p = 3, n = 100.
|
k |
d |
sigma |
rho |
OLS |
RIDGE |
LIU |
K-L |
MRT |
DK |
LDK |
|
0.3 |
0.2 |
1 |
0.8 |
0.0622 |
0.0611 |
0.0594 |
0.06 |
0.0609 |
0.0596 |
0.057 |
|
0.9 |
0.1131 |
0.1093 |
0.1036 |
0.1056 |
0.1086 |
0.1042 |
0.0955 |
|||
|
0.95 |
0.2163 |
0.2023 |
0.1828 |
0.1889 |
0.1997 |
0.1839 |
0.1556 |
|||
|
0.99 |
1.0445 |
0.7667 |
0.5345 |
0.5329 |
0.7248 |
0.4649 |
0.2416 |
|||
|
3 |
0.8 |
0.5596 |
0.5499 |
0.5345 |
0.5403 |
0.548 |
0.5366 |
0.5127 |
||
|
0.9 |
1.0178 |
0.9839 |
0.9322 |
0.9506 |
0.9774 |
0.9378 |
0.8593 |
|||
|
0.95 |
1.9464 |
1.8211 |
1.6447 |
1.7002 |
1.7976 |
1.6549 |
1.4001 |
|||
|
0.99 |
9.4002 |
6.9 |
4.8107 |
4.7956 |
6.5235 |
4.1841 |
2.1739 |
|||
|
5 |
0.8 |
1.5543 |
1.5275 |
1.4848 |
1.5009 |
1.5222 |
1.4905 |
1.424 |
||
|
0.9 |
2.8273 |
2.7332 |
2.5896 |
2.6407 |
2.7149 |
2.6049 |
2.3869 |
|||
|
0.95 |
5.4066 |
5.0586 |
4.5687 |
4.7227 |
4.9932 |
4.597 |
3.8892 |
|||
|
0.99 |
26.112 |
19.167 |
13.363 |
13.321 |
18.121 |
11.623 |
6.0386 |
|||
|
10 |
0.8 |
6.2173 |
6.11 |
5.9393 |
6.0036 |
6.0889 |
5.9618 |
5.6961 |
||
|
0.9 |
11.309 |
10.933 |
10.358 |
10.563 |
10.86 |
10.42 |
9.5474 |
|||
|
0.95 |
21.626 |
20.235 |
18.275 |
18.891 |
19.973 |
18.388 |
15.557 |
|||
|
0.99 |
104.45 |
76.667 |
53.452 |
53.285 |
72.483 |
46.49 |
24.154 |
|||
|
0.3 |
0.5 |
1 |
0.8 |
0.0622 |
0.0611 |
0.0604 |
0.06 |
0.0606 |
0.059 |
0.0574 |
|
0.9 |
0.1131 |
0.1093 |
0.1071 |
0.1056 |
0.1075 |
0.1021 |
0.0967 |
|||
|
0.95 |
0.2163 |
0.2023 |
0.195 |
0.1889 |
0.1959 |
0.1766 |
0.1594 |
|||
|
0.99 |
1.0445 |
0.7667 |
0.7055 |
0.5329 |
0.6683 |
0.3779 |
0.258 |
|||
|
3 |
0.8 |
0.5596 |
0.5499 |
0.5438 |
0.5403 |
0.5452 |
0.531 |
0.5162 |
||
|
0.9 |
1.0178 |
0.9839 |
0.9639 |
0.9506 |
0.9677 |
0.9188 |
0.8704 |
|||
|
0.95 |
1.9464 |
1.8211 |
1.7548 |
1.7002 |
1.7631 |
1.5894 |
1.4342 |
|||
|
0.99 |
9.4002 |
6.9 |
6.3497 |
4.7956 |
6.015 |
3.4012 |
2.322 |
|||
|
5 |
0.8 |
1.5543 |
1.5275 |
1.5107 |
1.5009 |
1.5144 |
1.4749 |
1.4337 |
||
|
0.9 |
2.8273 |
2.7332 |
2.6774 |
2.6407 |
2.6879 |
2.5523 |
2.4177 |
|||
|
0.95 |
5.4066 |
5.0586 |
4.8743 |
4.7227 |
4.8976 |
4.4148 |
3.9838 |
|||
|
0.99 |
26.112 |
19.167 |
17.638 |
13.321 |
16.708 |
9.4477 |
6.4499 |
|||
|
10 |
0.8 |
6.2173 |
6.11 |
6.0427 |
6.0036 |
6.0574 |
5.8998 |
5.7348 |
||
|
0.9 |
11.309 |
10.933 |
10.71 |
10.563 |
10.752 |
10.209 |
9.6709 |
|||
|
0.95 |
21.626 |
20.235 |
19.497 |
18.891 |
19.59 |
17.659 |
15.935 |
|||
|
0.99 |
104.45 |
76.667 |
70.552 |
53.285 |
66.834 |
37.791 |
25.799 |
|||
|
0.3 |
0.8 |
1 |
0.8 |
0.0622 |
0.0611 |
0.0615 |
0.06 |
0.0603 |
0.0584 |
0.0578 |
|
0.9 |
0.1131 |
0.1093 |
0.1107 |
0.1056 |
0.1065 |
0.1 |
0.0979 |
|||
|
0.95 |
0.2163 |
0.2023 |
0.2076 |
0.1889 |
0.1922 |
0.1696 |
0.1629 |
|||
|
0.99 |
1.0445 |
0.7667 |
0.9008 |
0.5329 |
0.6183 |
0.306 |
0.2651 |
|||
|
3 |
0.8 |
0.5596 |
0.5499 |
0.5532 |
0.5403 |
0.5424 |
0.5255 |
0.5196 |
||
|
0.9 |
1.0178 |
0.9839 |
0.9961 |
0.9506 |
0.9581 |
0.9003 |
0.8812 |
|||
|
0.95 |
1.9464 |
1.8211 |
1.8685 |
1.7002 |
1.7297 |
1.5264 |
1.466 |
|||
|
0.99 |
9.4002 |
6.9 |
8.1072 |
4.7956 |
5.5649 |
2.7536 |
2.3861 |
|||
|
5 |
0.8 |
1.5543 |
1.5275 |
1.5368 |
1.5009 |
1.5066 |
1.4596 |
1.4432 |
||
|
0.9 |
2.8273 |
2.7332 |
2.7668 |
2.6407 |
2.6614 |
2.5007 |
2.4476 |
|||
|
0.95 |
5.4066 |
5.0586 |
5.1902 |
4.7227 |
4.8048 |
4.24 |
4.072 |
|||
|
0.99 |
26.112 |
19.167 |
22.52 |
13.321 |
15.458 |
7.649 |
6.6279 |
|||
|
10 |
0.8 |
6.2173 |
6.11 |
6.1472 |
6.0036 |
6.0262 |
5.8384 |
5.7728 |
||
|
0.9 |
11.309 |
10.933 |
11.067 |
10.563 |
10.645 |
10.003 |
9.7903 |
|||
|
0.95 |
21.626 |
20.235 |
20.761 |
18.891 |
19.219 |
16.96 |
16.288 |
|||
|
0.99 |
104.45 |
76.667 |
90.08 |
53.285 |
61.832 |
30.596 |
26.511 |
|||
|
0.6 |
0.2 |
1 |
0.8 |
0.0622 |
0.0601 |
0.0594 |
0.058 |
0.0597 |
0.0572 |
0.0547 |
|
0.9 |
0.1131 |
0.1058 |
0.1036 |
0.0987 |
0.1044 |
0.0961 |
0.0881 |
|||
|
0.95 |
0.2163 |
0.1898 |
0.1828 |
0.1651 |
0.1851 |
0.1565 |
0.1326 |
|||
|
0.99 |
1.0445 |
0.5881 |
0.5345 |
0.2651 |
0.5341 |
0.1972 |
0.105 |
|||
|
3 |
0.8 |
0.5596 |
0.5405 |
0.5345 |
0.5218 |
0.5368 |
0.5146 |
0.4918 |
||
|
0.9 |
1.0178 |
0.9518 |
0.9322 |
0.8881 |
0.9394 |
0.8643 |
0.7924 |
|||
|
0.95 |
1.9464 |
1.708 |
1.6447 |
1.4859 |
1.6658 |
1.408 |
1.1928 |
|||
|
0.99 |
9.4002 |
5.2929 |
4.8107 |
2.3853 |
4.8065 |
1.775 |
0.944 |
|||
|
5 |
0.8 |
1.5543 |
1.5014 |
1.4848 |
1.4495 |
1.4912 |
1.4294 |
1.366 |
||
|
0.9 |
2.8273 |
2.6439 |
2.5896 |
2.4669 |
2.6094 |
2.4008 |
2.2009 |
|||
|
0.95 |
5.4066 |
4.7444 |
4.5687 |
4.1273 |
4.6272 |
3.911 |
3.3131 |
|||
|
0.99 |
26.112 |
14.702 |
13.363 |
6.6258 |
13.351 |
4.9303 |
2.6219 |
|||
|
10 |
0.8 |
6.2173 |
6.0056 |
5.9393 |
5.7978 |
5.9646 |
5.7176 |
5.4637 |
||
|
0.9 |
11.309 |
10.575 |
10.358 |
9.8677 |
10.438 |
9.6032 |
8.8032 |
|||
|
0.95 |
21.626 |
18.978 |
18.275 |
16.509 |
18.509 |
15.644 |
13.252 |
|||
|
0.99 |
104.45 |
58.81 |
53.452 |
26.503 |
53.405 |
19.721 |
10.487 |
|||
|
0.6 |
0.5 |
1 |
0.8 |
0.0622 |
0.0601 |
0.0604 |
0.058 |
0.0591 |
0.0561 |
0.0545 |
|
0.9 |
0.1131 |
0.1058 |
0.1071 |
0.0987 |
0.1024 |
0.0923 |
0.0875 |
|||
|
0.95 |
0.2163 |
0.1898 |
0.195 |
0.1651 |
0.1784 |
0.1444 |
0.1304 |
|||
|
0.99 |
1.0445 |
0.5881 |
0.7055 |
0.2651 |
0.4662 |
0.1233 |
0.0859 |
|||
|
3 |
0.8 |
0.5596 |
0.5405 |
0.5438 |
0.5218 |
0.5314 |
0.504 |
0.49 |
||
|
0.9 |
1.0178 |
0.9518 |
0.9639 |
0.8881 |
0.9213 |
0.8299 |
0.7864 |
|||
|
0.95 |
1.9464 |
1.708 |
1.7548 |
1.4859 |
1.6055 |
1.2988 |
1.1732 |
|||
|
0.99 |
9.4002 |
5.2929 |
6.3497 |
2.3853 |
4.1956 |
1.1091 |
0.7724 |
|||
|
5 |
0.8 |
1.5543 |
1.5014 |
1.5107 |
1.4495 |
1.476 |
1.3999 |
1.361 |
||
|
0.9 |
2.8273 |
2.6439 |
2.6774 |
2.4669 |
2.5591 |
2.3051 |
2.1844 |
|||
|
0.95 |
5.4066 |
4.7444 |
4.8743 |
4.1273 |
4.4597 |
3.6077 |
3.2587 |
|||
|
0.99 |
26.112 |
14.702 |
17.638 |
6.6258 |
11.654 |
3.0808 |
2.1454 |
|||
|
10 |
0.8 |
6.2173 |
6.0056 |
6.0427 |
5.7978 |
5.9041 |
5.5996 |
5.4437 |
||
|
0.9 |
11.309 |
10.575 |
10.71 |
9.8677 |
10.236 |
9.2202 |
8.7372 |
|||
|
0.95 |
21.626 |
18.978 |
19.497 |
16.509 |
17.839 |
14.431 |
13.034 |
|||
|
0.99 |
104.45 |
58.81 |
70.552 |
26.503 |
46.617 |
12.323 |
8.5812 |
|||
|
0.6 |
0.8 |
1 |
0.8 |
0.0622 |
0.0601 |
0.0615 |
0.058 |
0.0585 |
0.0549 |
0.0543 |
|
0.9 |
0.1131 |
0.1058 |
0.1107 |
0.0987 |
0.1004 |
0.0886 |
0.0868 |
|||
|
0.95 |
0.2163 |
0.1898 |
0.2076 |
0.1651 |
0.1721 |
0.1332 |
0.128 |
|||
|
0.99 |
1.0445 |
0.5881 |
0.9008 |
0.2651 |
0.4107 |
0.0739 |
0.0647 |
|||
|
3 |
0.8 |
0.5596 |
0.5405 |
0.5532 |
0.5218 |
0.526 |
0.4936 |
0.4881 |
||
|
0.9 |
1.0178 |
0.9518 |
0.9961 |
0.8881 |
0.9037 |
0.7968 |
0.7801 |
|||
|
0.95 |
1.9464 |
1.708 |
1.8685 |
1.4859 |
1.5485 |
1.1981 |
1.1512 |
|||
|
0.99 |
9.4002 |
5.2929 |
8.1072 |
2.3853 |
3.6959 |
0.6642 |
0.582 |
|||
|
5 |
0.8 |
1.5543 |
1.5014 |
1.5368 |
1.4495 |
1.4611 |
1.3711 |
1.3558 |
||
|
0.9 |
2.8273 |
2.6439 |
2.7668 |
2.4669 |
2.5103 |
2.2133 |
2.1667 |
|||
|
0.95 |
5.4066 |
4.7444 |
5.1902 |
4.1273 |
4.3015 |
3.3278 |
3.1975 |
|||
|
0.99 |
26.112 |
14.702 |
22.52 |
6.6258 |
10.266 |
1.845 |
1.6166 |
|||
|
10 |
0.8 |
6.2173 |
6.0056 |
6.1472 |
5.7978 |
5.8445 |
5.4841 |
5.4229 |
||
|
0.9 |
11.309 |
10.575 |
11.067 |
9.8677 |
10.041 |
8.853 |
8.6664 |
|||
|
0.95 |
21.626 |
18.978 |
20.761 |
16.509 |
17.206 |
13.311 |
12.79 |
|||
|
0.99 |
104.45 |
58.81 |
90.08 |
26.503 |
41.065 |
7.3796 |
6.4659 |
|||
|
0.7 |
0.2 |
1 |
0.8 |
0.0622 |
0.0597 |
0.0594 |
0.0573 |
0.0593 |
0.0564 |
0.054 |
|
0.9 |
0.1131 |
0.1046 |
0.1036 |
0.0965 |
0.103 |
0.0935 |
0.0858 |
|||
|
0.95 |
0.2163 |
0.1859 |
0.1828 |
0.1579 |
0.1806 |
0.1483 |
0.1257 |
|||
|
0.99 |
1.0445 |
0.5425 |
0.5345 |
0.2074 |
0.4873 |
0.1448 |
0.078 |
|||
|
3 |
0.8 |
0.5596 |
0.5374 |
0.5345 |
0.5158 |
0.5332 |
0.5075 |
0.4851 |
||
|
0.9 |
1.0178 |
0.9415 |
0.9322 |
0.8682 |
0.9273 |
0.8412 |
0.7713 |
|||
|
0.95 |
1.9464 |
1.6727 |
1.6447 |
1.4207 |
1.6252 |
1.3342 |
1.1308 |
|||
|
0.99 |
9.4002 |
4.8827 |
4.8107 |
1.8662 |
4.3853 |
1.3027 |
0.7009 |
|||
|
5 |
0.8 |
1.5543 |
1.4929 |
1.4848 |
1.4327 |
1.481 |
1.4097 |
1.3472 |
||
|
0.9 |
2.8273 |
2.6151 |
2.5896 |
2.4117 |
2.5757 |
2.3365 |
2.1423 |
|||
|
0.95 |
5.4066 |
4.6464 |
4.5687 |
3.9463 |
4.5145 |
3.7061 |
3.1409 |
|||
|
0.99 |
26.112 |
13.563 |
13.363 |
5.1838 |
12.181 |
3.6186 |
1.9468 |
|||
|
10 |
0.8 |
6.2173 |
5.9714 |
5.9393 |
5.7309 |
5.9241 |
5.6386 |
5.3885 |
||
|
0.9 |
11.309 |
10.461 |
10.358 |
9.6467 |
10.303 |
9.346 |
8.5688 |
|||
|
0.95 |
21.626 |
18.586 |
18.275 |
15.785 |
18.058 |
14.824 |
12.563 |
|||
|
0.99 |
104.45 |
54.252 |
53.452 |
20.735 |
48.726 |
14.474 |
7.7867 |
|||
|
0.7 |
0.5 |
1 |
0.8 |
0.0622 |
0.0597 |
0.0604 |
0.0573 |
0.0586 |
0.0551 |
0.0536 |
|
0.9 |
0.1131 |
0.1046 |
0.1071 |
0.0965 |
0.1008 |
0.0892 |
0.0846 |
|||
|
0.95 |
0.2163 |
0.1859 |
0.195 |
0.1579 |
0.1731 |
0.135 |
0.122 |
|||
|
0.99 |
1.0445 |
0.5425 |
0.7055 |
0.2074 |
0.4192 |
0.0807 |
0.0569 |
|||
|
3 |
0.8 |
0.5596 |
0.5374 |
0.5438 |
0.5158 |
0.5269 |
0.4954 |
0.4816 |
||
|
0.9 |
1.0178 |
0.9415 |
0.9639 |
0.8682 |
0.9066 |
0.8022 |
0.7604 |
|||
|
0.95 |
1.9464 |
1.6727 |
1.7548 |
1.4207 |
1.5578 |
1.2143 |
1.0972 |
|||
|
0.99 |
9.4002 |
4.8827 |
6.3497 |
1.8662 |
3.7726 |
0.726 |
0.5117 |
|||
|
5 |
0.8 |
1.5543 |
1.4929 |
1.5107 |
1.4327 |
1.4636 |
1.3758 |
1.3376 |
||
|
0.9 |
2.8273 |
2.6151 |
2.6774 |
2.4117 |
2.5184 |
2.2283 |
2.1119 |
|||
|
0.95 |
5.4066 |
4.6464 |
4.8743 |
3.9463 |
4.3272 |
3.3729 |
3.0477 |
|||
|
0.99 |
26.112 |
13.563 |
17.638 |
5.1838 |
10.48 |
2.0165 |
1.4211 |
|||
|
10 |
0.8 |
6.2173 |
5.9714 |
6.0427 |
5.7309 |
5.8543 |
5.5032 |
5.3502 |
||
|
0.9 |
11.309 |
10.461 |
10.71 |
9.6467 |
10.073 |
8.9131 |
8.4472 |
|||
|
0.95 |
21.626 |
18.586 |
19.497 |
15.785 |
17.309 |
13.491 |
12.19 |
|||
|
0.99 |
104.45 |
54.252 |
70.552 |
20.735 |
41.918 |
8.0656 |
5.6838 |
|||
|
0.7 |
0.8 |
1 |
0.8 |
0.0622 |
0.0597 |
0.0615 |
0.0573 |
0.0579 |
0.0538 |
0.0533 |
|
0.9 |
0.1131 |
0.1046 |
0.1107 |
0.0965 |
0.0985 |
0.0851 |
0.0834 |
|||
|
0.95 |
0.2163 |
0.1859 |
0.2076 |
0.1579 |
0.1661 |
0.1229 |
0.1181 |
|||
|
0.99 |
1.0445 |
0.5425 |
0.9008 |
0.2074 |
0.3647 |
0.0421 |
0.0372 |
|||
|
3 |
0.8 |
0.5596 |
0.5374 |
0.5532 |
0.5158 |
0.5207 |
0.4835 |
0.4781 |
||
|
0.9 |
1.0178 |
0.9415 |
0.9961 |
0.8682 |
0.8867 |
0.7652 |
0.7491 |
|||
|
0.95 |
1.9464 |
1.6727 |
1.8685 |
1.4207 |
1.4947 |
1.105 |
1.062 |
|||
|
0.99 |
9.4002 |
4.8827 |
8.1072 |
1.8662 |
3.2818 |
0.3778 |
0.3338 |
|||
|
5 |
0.8 |
1.5543 |
1.4929 |
1.5368 |
1.4327 |
1.4465 |
1.3429 |
1.3279 |
||
|
0.9 |
2.8273 |
2.6151 |
2.7668 |
2.4117 |
2.463 |
2.1253 |
2.0806 |
|||
|
0.95 |
5.4066 |
4.6464 |
5.1902 |
3.9463 |
4.1518 |
3.0694 |
2.9497 |
|||
|
0.99 |
26.112 |
13.563 |
22.52 |
5.1838 |
9.1161 |
1.0491 |
0.9269 |
|||
|
10 |
0.8 |
6.2173 |
5.9714 |
6.1472 |
5.7309 |
5.7859 |
5.3712 |
5.3114 |
||
|
0.9 |
11.309 |
10.461 |
11.067 |
9.6467 |
9.8519 |
8.5008 |
8.3221 |
|||
|
0.95 |
21.626 |
18.586 |
20.761 |
15.785 |
16.607 |
12.277 |
11.798 |
|||
|
0.99 |
104.45 |
54.252 |
90.08 |
20.735 |
36.464 |
4.1961 |
3.7071 |
|||
|
0.9 |
0.2 |
1 |
0.8 |
0.0622 |
0.0591 |
0.0594 |
0.0561 |
0.0585 |
0.0549 |
0.0526 |
|
0.9 |
0.1131 |
0.1024 |
0.1036 |
0.0923 |
0.1004 |
0.0886 |
0.0813 |
|||
|
0.95 |
0.2163 |
0.1784 |
0.1828 |
0.1444 |
0.1721 |
0.1332 |
0.1131 |
|||
|
0.99 |
1.0445 |
0.4662 |
0.5345 |
0.1233 |
0.4107 |
0.0739 |
0.0412 |
|||
|
3 |
0.8 |
0.5596 |
0.5314 |
0.5345 |
0.504 |
0.526 |
0.4936 |
0.4719 |
||
|
0.9 |
1.0178 |
0.9213 |
0.9322 |
0.8299 |
0.9037 |
0.7968 |
0.7309 |
|||
|
0.95 |
1.9464 |
1.6055 |
1.6447 |
1.2988 |
1.5485 |
1.1981 |
1.0164 |
|||
|
0.99 |
9.4002 |
4.1956 |
4.8107 |
1.1091 |
3.6959 |
0.6642 |
0.37 |
|||
|
5 |
0.8 |
1.5543 |
1.476 |
1.4848 |
1.3999 |
1.4611 |
1.3711 |
1.3105 |
||
|
0.9 |
2.8273 |
2.5591 |
2.5896 |
2.3051 |
2.5103 |
2.2133 |
2.0299 |
|||
|
0.95 |
5.4066 |
4.4597 |
4.5687 |
3.6077 |
4.3015 |
3.3278 |
2.8229 |
|||
|
0.99 |
26.112 |
11.654 |
13.363 |
3.0808 |
10.266 |
1.845 |
1.0276 |
|||
|
10 |
0.8 |
6.2173 |
5.9041 |
5.9393 |
5.5996 |
5.8445 |
5.4841 |
5.2415 |
||
|
0.9 |
11.309 |
10.236 |
10.358 |
9.2202 |
10.041 |
8.853 |
8.1192 |
|||
|
0.95 |
21.626 |
17.839 |
18.275 |
14.431 |
17.206 |
13.311 |
11.291 |
|||
|
0.99 |
104.45 |
46.617 |
53.452 |
12.323 |
41.065 |
7.3796 |
4.1099 |
|||
|
0.5 |
1 |
0.8 |
0.0622 |
0.0591 |
0.0604 |
0.0561 |
0.0576 |
0.0533 |
0.0519 |
|
|
0.9 |
0.1131 |
0.1024 |
0.1071 |
0.0923 |
0.0976 |
0.0834 |
0.0791 |
|||
|
0.95 |
0.2163 |
0.1784 |
0.195 |
0.1444 |
0.1632 |
0.118 |
0.1068 |
|||
|
0.99 |
1.0445 |
0.4662 |
0.7055 |
0.1233 |
0.3446 |
0.0312 |
0.023 |
|||
|
3 |
0.8 |
0.5596 |
0.5314 |
0.5438 |
0.504 |
0.5181 |
0.4785 |
0.4653 |
||
|
0.9 |
1.0178 |
0.9213 |
0.9639 |
0.8299 |
0.8784 |
0.7498 |
0.7109 |
|||
|
0.95 |
1.9464 |
1.6055 |
1.7548 |
1.2988 |
1.4688 |
1.0612 |
0.9597 |
|||
|
0.99 |
9.4002 |
4.1956 |
6.3497 |
1.1091 |
3.1008 |
0.2798 |
0.2059 |
|||
|
5 |
0.8 |
1.5543 |
1.476 |
1.5107 |
1.3999 |
1.4392 |
1.329 |
1.2922 |
||
|
0.9 |
2.8273 |
2.5591 |
2.6774 |
2.3051 |
2.4399 |
2.0826 |
1.9743 |
|||
|
0.95 |
5.4066 |
4.4597 |
4.8743 |
3.6077 |
4.08 |
2.9476 |
2.6654 |
|||
|
0.99 |
26.112 |
11.654 |
17.638 |
3.0808 |
8.6133 |
0.777 |
0.5716 |
|||
|
10 |
0.8 |
6.2173 |
5.9041 |
6.0427 |
5.5996 |
5.7569 |
5.3157 |
5.1685 |
||
|
0.9 |
11.309 |
10.236 |
10.71 |
9.2202 |
9.7593 |
8.3302 |
7.8967 |
|||
|
0.95 |
21.626 |
17.839 |
19.497 |
14.431 |
16.32 |
11.79 |
10.661 |
|||
|
0.99 |
104.45 |
46.617 |
70.552 |
12.323 |
34.453 |
3.1074 |
2.2859 |
|||
|
0.9 |
0.8 |
1 |
0.8 |
0.0622 |
0.0591 |
0.0615 |
0.0561 |
0.0568 |
0.0518 |
0.0512 |
|
0.9 |
0.1131 |
0.1024 |
0.1107 |
0.0923 |
0.0949 |
0.0786 |
0.077 |
|||
|
0.95 |
0.2163 |
0.1784 |
0.2076 |
0.1444 |
0.1551 |
0.1046 |
0.1005 |
|||
|
0.99 |
1.0445 |
0.4662 |
0.9008 |
0.1233 |
0.2934 |
0.0133 |
0.0122 |
|||
|
3 |
0.8 |
0.5596 |
0.5314 |
0.5532 |
0.504 |
0.5105 |
0.4639 |
0.4588 |
||
|
0.9 |
1.0178 |
0.9213 |
0.9961 |
0.8299 |
0.8541 |
0.7057 |
0.691 |
|||
|
0.95 |
1.9464 |
1.6055 |
1.8685 |
1.2988 |
1.3954 |
0.9397 |
0.9034 |
|||
|
0.99 |
9.4002 |
4.1956 |
8.1072 |
1.1091 |
2.6407 |
0.1189 |
0.1082 |
|||
|
5 |
0.8 |
1.5543 |
1.476 |
1.5368 |
1.3999 |
1.4179 |
1.2883 |
1.2741 |
||
|
0.9 |
2.8273 |
2.5591 |
2.7668 |
2.3051 |
2.3725 |
1.9599 |
1.9189 |
|||
|
0.95 |
5.4066 |
4.4597 |
5.1902 |
3.6077 |
3.8759 |
2.6099 |
2.5091 |
|||
|
0.99 |
26.112 |
11.654 |
22.52 |
3.0808 |
7.3351 |
0.3301 |
0.3001 |
|||
|
10 |
0.8 |
6.2173 |
5.9041 |
6.1472 |
5.5996 |
5.6715 |
5.1528 |
5.0956 |
||
|
0.9 |
11.309 |
10.236 |
11.067 |
9.2202 |
9.4898 |
7.839 |
7.6751 |
|||
|
0.95 |
21.626 |
17.839 |
20.761 |
14.431 |
15.503 |
10.439 |
10.036 |
|||
|
0.99 |
104.45 |
46.617 |
90.08 |
12.323 |
29.34 |
1.3197 |
1.1998 |
|||
Note: For each row, the smallest MSE value is bolded.