Theory and Modern Applications
Parameter | SDY | SEY | MSEY |
---|---|---|---|
\(\hat{\theta }_{\gamma }\) | 0.09061 | 0.08967 | 0.08967 |
\(\hat{\theta }_{\gamma \vartheta }\) | – | 1.22529 | 1.22529 |
\(\hat{\theta }_{\vartheta \gamma }\) | – | – | 0.00056 |
\(\hat{\theta }_{\vartheta }\) | – | 0.26591 | 0.26543 |
\(\hat{\mu }_{\gamma }\) | 2.66592 | 2.72988 | 2.71448 |
\(\hat{\mu }_{\vartheta }\) | – | 0.05656 | 0.05768 |
\(\hat{\sigma }_{\gamma }\) | 0.26296 | 0.25409 | 0.25553 |
\(\hat{\sigma }_{\vartheta }\) | – | 0.00690 | 0.00690 |