Table 3.

Bias of average estimate of ${\widehat{q}}_{0.05,N}$ and twice its standard error for different methods of SCBs and the non-Gaussian Model B with ν = 7. The simulations are based on 1000 Monte Carlo simulations.

N	10	20	30	50	100	150
true	4.532	3.628	3.373	3.190	3.048	3.004
tGKF	−0.558 ± 0.040	−0.262 ± 0.014	−0.170 ± 0.008	−0.106 ± 0.004	−0.048 ± 0.002	−0.031 ± 0.001
GKF	−1.606 ± 0.019	−0.705 ± 0.010	−0.451 ± 0.006	−0.268 ± 0.004	−0.127 ± 0.002	−0.083 ± 0.001
Degras	−1.666 ± 0.022	−0.749 ± 0.011	−0.488 ± 0.008	−0.301 ± 0.005	−0.156 ± 0.003	−0.108 ± 0.003
Boots	−1.835 ± 0.025	−0.809 ± 0.013	−0.516 ± 0.010	−0.307 ± 0.007	−0.147 ± 0.005	−0.099 ± 0.004
Boots-t	+ 1.618 ± 0.699	+0.218 ± 0.098	+0.080 ± 0.042	+0.023 ± 0.016	+0.006 ± 0.006	+0.001 ± 0.004
gMult	−1.471 ± 0.205	−0.703 ± 0.036	−0.457 ± 0.018	−0.278 ± 0.009	−0.135 ± 0.005	−0.091 ± 0.004
gMult-t	−1.104 ± 0.047	−0.544 ± 0.018	−0.371 ± 0.012	−0.240 ± 0.008	−0.128 ± 0.005	−0.090 ± 0.004
rMult	−1.763 ± 0.234	−0.870 ± 0.039	−0.574 ± 0.018	−0.352 ± 0.009	−0.175 ± 0.005	−0.116 ± 0.004
rMult-t	−0.422 ± 0.133	−0.278 ± 0.027	−0.194 ± 0.015	−0.130 ± 0.009	−0.064 ± 0.005	−0.044 ± 0.004
ffscb	−0.947 ± 0.053	−0.427 ± 0.026	−0.274 ± 0.018	−0.166 ± 0.013	−0.077 ± 0.008	−0.092 ± 0.006