Table 4: Estimated MSE values of the OLSE, TPE, and MTPE when n = 50.

Rho0.850.90.99
dkSigmaOLSETPEMTPEOLSETPEMTPEOLSETPEMTPE

0.010.010.013.46E − 052E − 059.13E − 067.76E − 054.14E − 051.9E − 050.0040430.002120.000969
0.10.0038740.0019770.0001810.0074380.0038270.000350.4088360.224380.020514
10.3336390.1889430.0017270.7199220.3828460.003540.8917320.744080.189653
0.050.013.46E − 051.99E − 059.09E − 067.76E − 053.78E − 051.7E − 050.0040430.0009190.00042
0.10.0038740.001890.0001730.0074380.0039280.000360.4088360.0915050.008366
10.3336390.1903140.001740.7199220.3849370.0035240.891738.7843070.080311
0.10.013.46E − 051.86E − 058.52E − 067.76E − 053.73E − 051.7E − 050.0040430.0005350.000245
0.10.0038740.0020140.0001840.0074380.0038260.000350.4088360.0526110.00481
10.3336390.1964920.0017960.7199220.3675370.0033640.891735.3200630.048639

0.050.010.013.46E − 051.89E − 058.64E − 067.76E − 054.08E − 051.9E − 050.0040430.0021140.000966
0.10.0038740.0019430.0001780.0074380.0039120.000360.4088360.2242090.020498
10.3336390.2058920.0018820.7199220.3688260.0033740.8917320.641970.18872
0.050.013.46E − 051.98E − 059.03E − 067.76E − 053.78E − 051.7E − 050.0040430.0009610.000439
0.10.0038740.0019670.000180.0074380.0037690.000340.4088360.098610.009015
10.3336390.1866820.0017070.7199220.3979670.0036440.891739.4954180.086812
0.10.013.46E − 051.97E − 059.02E − 067.76E − 053.96E − 051.8E − 050.0040430.0005850.000267
0.10.0038740.0019510.0001780.0074380.0036550.000330.4088360.0603260.005515
10.3336390.2052960.0018770.7199220.3530040.0032340.891735.8393010.053386

0.10.010.013.46E − 051.84E − 058.4E − 067.76E − 053.69E − 051.7E − 050.0040430.0020450.000935
0.10.0038740.0019170.0001750.0074380.0038190.000350.4088360.2099850.019198
10.3336390.1916450.0017520.7199220.3856860.0035340.8917322.097320.202026
0.050.013.46E − 051.95E − 058.91E − 067.76E − 053.84E − 051.8E − 050.0040430.0010.000457
0.10.0038740.0018590.000170.0074380.0038340.000350.4088360.1021290.009337
10.3336390.1929890.0017640.7199220.3653750.0033440.8917310.097520.092317
0.10.013.46E − 052.01E − 059.19E − 067.76E − 053.56E − 051.6E − 050.0040430.0006560.0003
0.10.0038740.0020620.0001890.0074380.0036990.000340.4088360.0584210.005341
10.3336390.187550.0017150.7199220.3663580.0033540.891736.1723160.056431