Table 7.
RMSE relative to FWT | True Coverage | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Variance log10 | Variance log10 | |||||||||
Estimator | 1 | 2 | 3 | 4 | 5 | 1 | 2 | 3 | 4 | 5 |
UNWT | 0.55 | 0.46 | 0.55 | 0.50 | 0.49 | 94 | 96 | 94 | 96 | 96 |
FWT | 1 | 1 | 1 | 1 | 1 | 96 | 95 | 96 | 94 | 96 |
TWT3 | 0.64 | 0.54 | 0.66 | 0.60 | 0.59 | 96 | 100 | 98 | 98 | 98 |
TWT7 | 0.75 | 0.70 | 0.68 | 0.71 | 0.72 | 98 | 97 | 98 | 98 | 98 |
PWT | 0.93 | 0.91 | 0.93 | 0.93 | 0.93 | 94 | 98 | 98 | 94 | 96 |
PWTF1 | 0.62 | 0.56 | 0.63 | 0.61 | 0.59 | 98 | 98 | 94 | 96 | 95 |
PWTF2 | 0.69 | 0.70 | 0.72 | 0.71 | 0.68 | 97 | 97 | 97 | 98 | 98 |