d

MLE

FAE

FAJL

0.1

0.3

0.5

0.7

0.9

$\rho$

0.85

n

100

1.3927

1.2171

1.0357

1.0733

1.1125

1.1532

1.1954

150

0.8523

0.7907

0.7255

0.7395

0.7538

0.7684

0.7832

200

0.6223

0.5851

0.5551

0.5616

0.5683

0.5751

0.5819

$\rho$

0.9

n

100

2.0610

1.8175

1.3578

1.4478

1.5448

1.6487

1.7595

150

1.2784

1.1843

0.9980

1.0366

1.0768

1.1186

1.1620

200

0.9237

0.8726

0.7810

0.8005

0.8205

0.8410

0.8620

$\rho$

0.95

n

100

4.1806

3.6570

1.9873

2.2635

2.5939

2.9735

3.4173

150

2.5668

2.3768

1.5618

1.7121

1.8800

2.0655

2.2687

200

1.8695

1.7673

1.2976

1.3890

1.4878

1.5940

1.7077

$\rho$

0.99

n

100

22.4064

19.5469

5.6987

6.5321

8.6477

12.0457

16.7260

150

13.6913

12.6788

4.0059

4.7671

6.1946

8.2885

11.0488

200

9.9752

9.4003

3.2597

3.9126

4.9722

6.4384

8.3113