Sample size | Parameter | Estimate | RMSE | MAE |
---|---|---|---|---|
(n) | Â | Â | Â | Â |
5 | \(\hat {\alpha }\) | 2.0490 | 0.7727 | 0.6466 |
 | \(\hat {\lambda }\) | -0.1342 | 0.6446 | 0.5640 |
 | \(\hat {a}\) | 2.7096 | 1.0869 | 0.8522 |
 | \(\hat {b}\) | 2.4806 | 1.1296 | 0.9987 |
10 | \(\hat {\alpha }\) | 2.0722 | 0.6983 | 0.5810 |
 | \(\hat {\lambda }\) | -0.1046 | 0.6089 | 0.5274 |
 | \(\hat {a}\) | 2.7421 | 0.9994 | 0.7871 |
 | \(\hat {b}\) | 2.5427 | 1.0715 | 0.9389 |
20 | \(\hat {\alpha }\) | 2.0429 | 0.6157 | 0.5030 |
 | \(\hat {\lambda }\) | -0.0228 | 0.5786 | 0.5022 |
 | \(\hat {a}\) | 2.8104 | 0.9036 | 0.7274 |
 | \(\hat {b}\) | 2.5201 | 0.9400 | 0.8048 |
50 | \(\hat {\alpha }\) | 2.0078 | 0.5674 | 0.4486 |
 | \(\hat {\lambda }\) | 0.0330 | 0.5507 | 0.4692 |
 | \(\hat {a}\) | 2.8363 | 0.8251 | 0.6755 |
 | \(\hat {b}\) | 2.4863 | 0.8682 | 0.7382 |
100 | \(\hat {\alpha }\) | 1.9644 | 0.5361 | 0.4302 |
 | \(\hat {\lambda }\) | 0.0590 | 0.5288 | 0.4445 |
 | \(\hat {a}\) | 2.8337 | 0.7392 | 0.5914 |
 | \(\hat {b}\) | 2.4907 | 0.7856 | 0.6617 |
200 | \(\hat {\alpha }\) | 1.9783 | 0.5214 | 0.4246 |
 | \(\hat {\lambda }\) | 0.0628 | 0.5082 | 0.4210 |
 | \(\hat {a}\) | 2.8550 | 0.6567 | 0.5191 |
 | \(\hat {b}\) | 2.5186 | 0.7352 | 0.6141 |
500 | \(\hat {\alpha }\) | 1.9691 | 0.5515 | 0.4607 |
 | \(\hat {\lambda }\) | 0.0846 | 0.4972 | 0.4057 |
 | \(\hat {a}\) | 2.8452 | 0.6056 | 0.4562 |
 | \(\hat {b}\) | 2.5001 | 0.7121 | 0.5980 |
1000 | \(\hat {\alpha }\) | 1.9802 | 0.5694 | 0.4841 |
 | \(\hat {\lambda }\) | 0.1073 | 0.4818 | 0.3830 |
 | \(\hat {a}\) | 2.8629 | 0.5301 | 0.3895 |
 | \(\hat {b}\) | 2.4704 | 0.6748 | 0.5693 |