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

Table 5

Simulation 2. 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	0.494	0.946	0.563	0.952
	1000	0.468	1.010	0.438	1.032