Detection of Heterogeneous Structures on the Gaussian Copula Model Using Projective Power Entropy

Table 3

Simulation 1. RMSE of the norm of 𝑃_1,GE−𝑃₁,𝑃_1,MLE−𝑃₁,𝑃_2,GE−𝑃₂, and 𝑃_2,MLE−𝑃₂.

	𝑛	𝑃1,GE	𝑃1,MLE	𝑃2,GE	𝑃2,MLE
RMSE	500	0.600	0.184	0.476	0.186
	1000	0.479	0.127	0.431	0.129