Table 6.
RMSE relative to FWT | True Coverage | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Variance log10 | Variance log10 | |||||||||
Estimator | 1 | 2 | 3 | 4 | 5 | 1 | 2 | 3 | 4 | 5 |
UNWT | 9.69 | 3.68 | 1.52 | 0.57 | 0.63 | 0 | 0 | 25 | 93 | 96 |
FWT | 1 | 1 | 1 | 1 | 1 | 92 | 91 | 96 | 94 | 96 |
TWT3 | 5.40 | 2.22 | 1.00 | 0.65 | 0.68 | 0 | 7 | 88 | 98 | 99 |
TWT7 | 3.24 | 1.43 | 0.89 | 0.85 | 0.75 | 6 | 69 | 93 | 95 | 98 |
PWT | 1.00 | 1.00 | 1.01 | 0.93 | 0.90 | 84 | 92 | 93 | 96 | 98 |
PWTF1 | 1.02 | 1.04 | 1.11 | 0.60 | 0.53 | 85 | 92 | 90 | 96 | 98 |
PWTF2 | 1.03 | 1.03 | 0.96 | 0.74 | 0.70 | 88 | 93 | 94 | 98 | 96 |