Figure 1.

Estimation results for (a) $A_1\left(t\right)=\log \left(1+t/4\right)$ and (b) $A_2\left(t\right)=0.1t$ in Scenario 1, under the logarithmic transformation $G\left(x\right)=r^{-1}\log \left(1+rx\right)$ with $r=0$. The dashed and solid lines are for data sets with $n=500$ and $n=800$, respectively. Bias, SE, SEE, and CP stand, respectively, for the bias, empirical standard error, mean of the standard error estimator, and empirical coverage probability of the 95% confidence interval.