${\epsilon }_j$ 分布

$\tau =0.2$

$\tau =0.4$

$\tau =0.6$

$\tau =0.8$

接受率

0.576

0.532

0.534

0.546

偏差

MSE

偏差

MSE

偏差

MSE

偏差

MSE

${\beta }_1$

0.002982

0.115111

−0.003235

0.099001

−0.0032

0.098177

0.000667

0.110123

${\beta }_2$

−0.001715

0.12274

0.003186

0.11241

0.001387

0.111841

−0.00614

0.129831

${\beta }_3$

0.001022

0.12625

−0.002347

0.112426

0.002387

0.114051

0.006281

0.127938

${\beta }_4$

0.000880

0.109788

0.001134

0.094887

−0.005973

0.096936

−0.001387

0.114802