Table 4.

Simulation results when L = 3 (Bias: Empirical bias × 10³; SE: empirical standard deviations × 10³; ASE_s: average of estimated standard deviation based on smooth bootstrap × 10³; CP_s: empirical coverage probabilities of 95% confidence intervals × 10² based on smooth bootstrap).

σ	n	ϑ κ				ϑ τ				ϑ CC
		Bias	SE	ASEs	CPs	Bias	SE	ASEs	CPs	Bias	SE	ASEs	CPs
0.6	50	−22	227	242	94.3	−83	232	252	93.4	−49	231	244	94.2
		22	235	238	92.5	75	240	249	92.5	−47	235	241	92.1
	100	−29	187	197	93.4	−82	202	213	91.3	−51	184	198	91.8
		21	196	199	92.6	72	211	213	91.0	−47	196	199	92.3
	200	−38	152	159	92.6	−82	167	173	90.0	−34	153	159	92.6
		42.2	148	159	94.0	85	159	173	92.1	−27	148	159	94.3
1.0	50	31	408	416	92.0	−41	474	511	92.5	−89	433	445	91.2
		−20	415	419	90.6	64	487	509	93.3	−94	435	449	92.8
	100	8	320	335	92.7	−37	408	430	93.3	−77	339	351	92.2
		−7	340	336	94.3	28	394	434	94.3	−76	321	353	93.4
	200	9	250	263	93.1	−10	326	358	94.5	−43	258	276	94.0
		8	252	264	93.8	31	321	357	95.1	−40	259	275	93.7