Table 2.

Bias of average estimate of ${\widehat{q}}_{0.05,N}$ and twice its standard error for different methods of SCBs and the Gaussian Model B. The simulations are based on 1000 Monte Carlo simulations.

N	10	20	30	50	100	150
true	4.118	3.382	3.211	3.081	2.993	2.960
tGKF	−0.140 ± 0.033	−0.016 ± 0.011	−0.008 ± 0.007	+0.003 ± 0.004	+0.007 ± 0.002	+0.013 ± 0.001
GKF	−1.190 ± 0.016	−0.459 ± 0.008	−0.289 ± 0.005	−0.159 ± 0.003	−0.072 ± 0.002	−0.039 ± 0.001
Degras	−1.252 ± 0.021	−0.500 ± 0.011	−0.324 ± 0.007	−0.191 ± 0.005	−0.100 ± 0.003	−0.063 ± 0.003
Boots	−1.427 ± 0.023	−0.569 ± 0.012	−0.360 ± 0.010	−0.202 ± 0.007	−0.096 ± 0.005	−0.058 ± 0.004
Boots-t	+ 1.701 ± 0.604	+0.226 ± 0.050	+0.083 ± 0.019	+0.027 ± 0.009	+0.006 ± 0.005	+0.010 ± 0.004
gMult	−1.121 ± 0.159	−0.460 ± 0.031	−0.297 ± 0.016	−0.168 ± 0.009	−0.080 ± 0.005	−0.048 ± 0.004
gMult-t	−0.688 ± 0.046	−0.292 ± 0.017	−0.200 ± 0.011	−0.121 ± 0.007	−0.060 ± 0.005	−0.035 ± 0.004
rMult	−1.428 ± 0.179	−0.616 ± 0.032	−0.403 ± 0.015	−0.232 ± 0.009	−0.111 ± 0.005	−0.067 ± 0.004
rMult-t	−0.018 ± 0.122	−0.000 ± 0.023	−0.009 ± 0.013	−0.003 ± 0.008	+0.001 ± 0.005	+0.005 ± 0.004
ffscb	−0.530 ± 0.055	−0.181 ± 0.027	−0.111 ± 0.018	−0.057 ± 0.013	−0.022 ± 0.009	−0.048 ± 0.007