Table 3.

Squared bias, variance and MSE of ρ̂, σ̂₁ and σ̂₂ in the estimate ${\widehat{\sigma }}_A^2(x)$. All quantities are multiplied by 10⁶.

${\widehat{\sigma }}_A^2(x)$	ρ =	−0.4	−0.2	0	0.2	0.4	0.6	0.8
ρ̂	Bias2	0.07	0.04	0.01	0.00	0.00	0.00	3.90
	VAR	7.90	16.91	28.65	36.17	35.68	27.21	20.44
	MSE	7.97	16.95	28.66	36.17	35.68	27.21	24.35
σ̂1	Bias2	0.24	0.23	0.19	0.14	0.11	0.05	2.47
	VAR	11.65	11.52	11.79	12.46	13.64	15.55	18.66
	MSE	11.89	11.75	11.99	12.60	13.75	15.59	21.12
σ̂2	Bias2	0.14	0.14	0.12	0.09	0.08	0.05	0.67
	VAR	10.34	10.17	10.45	11.12	12.24	13.96	16.16
	MSE	10.47	10.31	10.57	11.20	12.32	14.00	16.83