Table 3. Biases and MSEs of MHDE, MSCDE, and MLE for Model III.
| α | Method | ||||||
|---|---|---|---|---|---|---|---|
| MLE | 0.0712 | −0.0223 | −0.0258 | 0.2441 | 0.1128 | 0.0976 | |
| 0 | MHDE | 0.0425 | −0.0168 | −0.0137 | 0.2486 | 0.1155 | 0.1006 |
| MSCDE | −0.0021 | −0.0045 | 0.0012 | 0.2705 | 0.1246 | 0.1078 | |
| MLE | 0.5833 | −0.0702 | −0.1466 | 0.5178 | 0.1808 | 0.1258 | |
| 0.1 | MHDE | 0.5682 | −0.0668 | −0.1397 | 0.5037 | 0.1775 | 0.1153 |
| MSCDE | 0.5515 | −0.0649 | −0.1316 | 0.4905 | 0.1767 | 0.1146 |