${\epsilon }_j$ 分布

$N\left(0,1\right)$

t (4)

AGGD

接受率

0.476

0.565

0.364

偏差

MSE

偏差

MSE

偏差

MSE

${\beta }_1$

0.001179

0.061503

0.000667

0.110123

−0.000276

0.016644

${\beta }_2$

0.0014126

0.069806

−0.00614

0.129831

−0.000350

0.019154

${\beta }_3$

0.002543

0.070753

0.006281

0.127938

−0.000022

0.018804

${\beta }_4$

0.000102

0.061798

−0.001387

0.114802

−0.000322

0.016117