. 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 2.

Comparisons of $ARE (\hat{m}', {\hat{m}}_{LS}^{'})$

Error Distribution

ARE (\hat{m}', {\hat{m}}_{LS}^{'})

q = 1

q = 5

q = 9

q = 19

q = 99

q = ∞

N(0, 1)

0.7726

0.9453

0.9625

0.9708

0.9738

0.9740

Laplace

1.4860

1.2812

1.2680

1.2625

1.2608

1.2607

t-distribution with df = 3

1.3179

1.4405

1.4435

1.4430

1.4431

t-distribution with df = 4

1.0696

1.2038

1.2104

1.2123

1.2125

.95N(0, 1) + .05N(0, 3²)

0.9008

1.0867

1.1019

1.1073

1.1077

.90N(0, 1) + .10N(0, 3²)

0.9990

1.1869

1.1982

1.1999

1.1987

.95N(0, 1) + .05N(0, 10²)

2.0308

2.4229

2.4466

2.4482

2.4415

.90N(0, 1) + .10N(0, 10²)

2.7160

3.1453

3.1430

3.1135

3.1094

3.1093