. Author manuscript; available in PMC: 2017 May 1.

Published in final edited form as: J Stat Plan Inference. 2016 May 1;172:23–25. doi: 10.1016/j.jspi.2015.12.006

Table 3.

Simulation results when L = 2 (Bias: Empirical bias × 10³; SE: empirical standard deviations × 10³; ASE_s: average of estimated standard deviation × 10³ based on smooth bootstrap; CP_s: empirical coverage probabilities of 95% confidence intervals × 10² based on smooth bootstrap).

σ	n	ϑ _κ				ϑ _τ				ϑ _CC
		Bias	SE	ASE_s	CP_s	Bias	SE	ASE_s	CP_s	Bias	SE	ASE_s	CP_s
0.6	50	4	201	210	93.7	5	219	225	93.0	49	205	215	94.0
	100	1	161	171	94.0	2	180	191	94.8	38	164	175	93.9
	200	4	129	137	93.9	3	146	152	92.8	32	133	139	92.6
1.0	50	9	346	368	93.4	1	411	433	92.8	81	358	394	94.2
	100	12	282	292	92.5	20	345	353	92.2	72	301	306	92.2
	200	5	211	230	94.6	5	261	282	93.4	42	220	237	93.8