Table 2.

Estimates of ${\mu }_2$ and ${\mu }_3(m=1000)$: values presented are the mean and empirical standard deviation over 100 repetitions. The symbol ${\rho }^{*}$ represents the AR parameter of the Gaussian copula.

X	AR	μ2 true	${\widehat{\mu }}_2$ Full $\tilde{S}$	${\widehat{\mu }}_{2,q}$ Partial $\tilde{S}$	μ3 true	${\widehat{\mu }}_3$ Full $\tilde{S}$	${\widehat{\mu }}_{3,q}$ Partial $\tilde{S}$
normal	ρ = 0.8	4.55	4.53 (0.03)	4.50 (0.02)q=11	30.49	30.2 (0.48)	29.1 (0.32)q=11
	ρ = 0.4	1.38	1.38 (0.006)	1.38 (0.003)q=5	2.36	2.35 (0.04)	2.35 (0.01)q=5
	ρ = 0.2	1.08	1.08 (0.004)	1.08 (0.001)q=3	1.26	1.26 (0.02)	1.26 (0.004)q=3
	ρ = 0	1	1.00 (0.004)		1	1.00 (0.01)
binomial	ρ* = 0.8	2.54	2.55 (0.02)	2.55 (0.02)q=11	10.42	10.48 (0.24)	10.28 (0.18)q=11
	ρ* = 0.4	1.13	1.13 (0.005)	1.13 (0.003)q=5	1.44	1.44 (0.02)	1.44 (0.009)q=5
	ρ* = 0.2	1.03	1.03 (0.004)	1.03 (0.001)q=3	1.08	1.08 (0.01)	1.08 (0.003)q=3
	ρ* = 0	1	1.00 (0.004)		1	1.00 (0.01)