Table 6: Estimated MSE values of the OLSE, TPE, and MTPE when n = 100.

dkρ = 0.85ρ = 0.9ρ = 0.99
OLSETPEMTPEOLSETPEMTPEOLSETPEMTPE

0.010.010.015.78E − 031.77E − 058.11E − 069.20E + 003.68E − 051.68E − 051.80E + 001.88E − 038.61E − 04
0.15.47E − 011.76E − 031.61E − 048.50E + 003.40E − 033.11E − 041.72E + 021.99E − 011.82E − 02
15.73E − 011.68E − 011.54E − 038.50E + 003.40E − 013.11E − 031.70E + 021.84E + 011.68E − 01
0.050.015.78E − 031.77E − 058.08E − E − 069.20E + 003.36E − 051.54E − 051.80E + 008.16E − 043.73E − 04
0.15.47E − 011.68E − 031.53E − 048.50E + 003.49E − 033.19E − 041.72E + 028.13E − 027.43E − 03
15.73E − 011.69E − 011.55E − 038.50E + 003.42E − 013.13E − 031.70E + 027.80E + 007.13E − 02
0.10.015.78E − 031.66E − 057.57E − 069.20E + 003.31E − 051.51E − 051.80E + 004.76E − 042.17E − 04
0.15.47E − 011.79E − 031.64E − 048.50E + 003.40E − 033.11E − 041.72E + 024.67E − 024.27E − 03
15.73E − 011.75E − 011.60E − 038.50E + 003.27E − 012.99E − 031.70E + 024.73E + 004.32E − 02

0.050.010.015.78E − 031.68E − 057.68E − 069.20E + 003.63E − 051.66E − 051.80E + 001.88E − 038.58E − 04
0.15.47E − 011.73E − 031.58E − 048.50E + 003.48E − 033.18E − 041.72E + 021.99E − 011.82E − 02
15.73E − 011.83E − 011.67E − 038.50E + 003.28E − 013.00E − 031.70E + 021.83E + 011.68E − 01
0.050.015.78E − 031.76E − 058.03E − 069.20E + 003.36E − 051.54E − 051.80E + 008.54E − 043.90E − 04
0.15.47E − 011.75E − 031.60E − 048.50E + 003.35E − 033.06E − 041.72E + 028.76E − 028.01E − 03
15.73E − 011.66E − 011.52E − 038.50E + 003.54E − 013.23E − 031.70E + 028.44E + 007.71E − 02
0.10.015.78E − 031.75E − 058.01E − 069.20E + 003.52E − 051.61E − 051.80E + 005.20E − 042.38E − 04
0.15.47E − 011.73E − 031.58E − 048.50E + 003.25E − 032.97E − 041.72E + 025.36E − 024.90E − 03
15.73E − 011.82E − 011.67E − 038.50E + 003.14E − 012.87E − 031.70E + 025.19E + 004.74E − 02

0.10.010.015.78E − 031.63E − 057.46E − 069.20E + 003.28E − 051.50E − 051.80E + 001.82E − 038.30E − 04
0.15.47E − 011.70E − 031.56E − 048.50E + 003.39E − 033.10E − 041.72E + 021.87E − 011.71E − 02
15.73E − 011.70E − 011.56E − 038.50E + 003.43E − 013.13E − 031.70E + 021.96E + 011.79E − 01
0.050.015.78E − 031.73E − 057.91E − 069.20E + 003.41E − 051.56E − 051.80E + 008.88E − 044.06E − 04
0.15.47E − 011.65E − 031.51E − 048.50E + 003.41E − 033.11E − 041.72E + 029.07E − 028.30E − 03
15.73E − 011.71E − 011.57E − 038.50E + 003.25E − 012.97E − 031.70E + 028.97E + 008.20E − 02
0.10.015.78E − 031.79E − 058.16E − 069.20E + 003.16E − 051.44E − 051.80E + 005.83E − 042.66E − 04
0.15.47E − 011.83E − 031.68E − 048.50E + 003.29E − 033.00E − 041.72E + 025.19E − 024.75E − 03
15.73E − 011.67E − 011.52E − 038.50E + 003.25E − 012.98E − 031.70E + 025.48E + 005.01E − 02