General Bootstrap for Dual ϕ-Divergence Estimates

Table 2

MSE of the estimates for the normal distribution, 𝐵=1000.

𝛾	𝑛=25	𝑛=50	𝑛=75	𝑛=100	𝑛=150	𝑛=200
−1	0.0716	0.0432	0.0285	0.0224	0.0147	0.0099
0	0.0670	0.0385	0.0255	0.0202	0.0136	0.0093
0.5	0.0684	0.0391	0.0258	0.0203	0.0137	0.0093
1	0.0441	0.0230	0.0143	0.0116	0.0078	0.0049
2	0.0900	0.0522	0.0335	0.0246	0.0156	0.0103