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. Author manuscript; available in PMC: 2021 Jul 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2020 May 13;82(3):719–747. doi: 10.1111/rssb.12372

Figure 2:

Figure 2:

Standard error of the three estimators scaled by n1/3 as a function of n for different values of a and in contexts in which μn and gn are either consistent or inconsistent, computed empirically over 1000 simulated datasets of different sizes.