General Bootstrap for Dual ϕ-Divergence Estimates

Table 1

MSE of the estimates for the normal distribution, 𝐵=500.

𝛾	𝑛=25	𝑛=50	𝑛=75	𝑛=100	𝑛=150	𝑛=200
−1	0.0687	0.0419	0.0288	0.0210	0.0135	0.0107
0	0.0647	0.0373	0.0255	0.0192	0.0127	0.0101
0.5	0.0668	0.0379	0.0257	0.0194	0.0128	0.0101
1	0.0419	0.0217	0.0143	0.0108	0.0070	0.0057
2	0.0931	0.0514	0.0331	0.0238	0.0148	0.0112