. Author manuscript; available in PMC: 2017 Dec 28.

Published in final edited form as: Biometrics. 2017 Apr 10;73(4):1082–1091. doi: 10.1111/biom.12705

Table 1.

Simulation results with common grids: average RMSEs and corresponding standard deviations (in parentheses) of {Z_i(t)}, μ(t), Σ_Z(t, t), and $σ_{ε}^{2}$ produced by CSS, PACE, BFPCA, BGP, BHM, and BABF. Average RMSEs are omitted if the corresponding parameters are not directly estimated. Two best results are bold for each parameter.

CSS

PACE

BFPCA

BGP

BHM

BABF

Stationary

{Z_i(t)}

0.4808

0.4553

0.5657

0.4020

0.4067

0.4073

(0.0213)

(0.0268)

(0.0550)

(0.0219)

(0.0207)

(0.0204)

μ(t)

0.4757

0.4194

–

0.3982

0.3961

(0.1347)

(0.1593)

–

(0.1527)

(0.1538)

(0.1535)

Σ(t, t)

1.0017

1.0375

–

1.0988

0.9601

0.9590

(0.3079)

(0.2850)

–

(0.4934)

(0.2902)

(0.2913)

σ_{ε}^{2}

–

0.0764

–

0.0460

0.0491

0.0483

–

(0.0516)

–

(0.0327)

(0.0357)

(0.0352)

Nonstationary

{Z_i(t)}

1.0271

0.5185

0.6314

0.5183

0.5759

0.5133

(0.00463)

(0.0255)

(0.0632)

(0.0265)

(0.0227)

μ(t)

0.9446

0.5782

–

0.5387

0.5530

0.5356

(0.1509)

(0.2095)

–

(0.2090)

(0.2038)

(0.2094)

Σ(t, t)

1.9635

1.9751

–

1.9733

2.0296

1.9768

(0.8386)

(0.8160)

–

(0.6831)

(0.6891)

(0.7835)

σ_{ε}^{2}

–

0.0810

–

0.1472

0.2432

0.0692

–

(0.0541)

–

(0.0879)

(0.0644)

(0.0492)