Skip to main content

View full-text article in PMC

. Author manuscript; available in PMC: 2011 Jan 1.

Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2010 Jan;72(1):49–69. doi: 10.1111/j.1467-9868.2009.00725.x

Table 1.

Comparisons of ARE m̂, m̂_LS

Error Distribution	ARE (m̂, m̂_LS)
	q = 1	q = 5	q = 9	q = 19	q = 99
N(0, 1)	0.6968	0.9339	0.9659	0.9858	0.9980
Laplace	1.7411	1.2199	1.1548	1.0960	1.0296
t-distribution with df = 3	1.4718	1.5967	1.5241	1.4181	1.2323
t-distribution with df = 4	1.0988	1.2652	1.2377	1.1872	1.0929
.95N(0, 1) + .05N(0, 3²)	0.8639	1.1300	1.1536	1.1540	1.0804
.90N(0, 1) + .10N(0, 3²)	0.9986	1.2712	1.2768	1.2393	1.0506
.95N(0, 1) + .05N(0, 10²)	2.6960	3.4577	3.4783	3.3591	1.3498
.90N(0, 1) + .10N(0, 10²)	4.0505	4.9128	4.7049	3.5444	1.1379