d

MLE

FAE

FAJL

0.1

0.3

0.5

0.7

0.9

ρ

0.85

n

100

2.6568

2.2046

1.7519

1.8419

1.9381

2.0403

2.1484

150

1.5989

1.4216

1.2474

1.2838

1.3215

1.3606

1.4009

200

1.1273

1.0448

0.9611

0.9790

0.9973

1.0160

1.0351

ρ

0.9

n

100

4.1114

3.3823

2.2859

2.4872

2.7127

2.9624

3.2363

150

2.4261

2.1629

1.6946

1.7871

1.8862

1.9919

2.1042

200

1.7291

1.5959

1.3494

1.4000

1.4530

1.5084

1.5661

ρ

0.95

n

100

8.5367

7.0108

3.3480

3.8997

4.6013

5.4527

6.4540

150

5.0352

4.5013

2.6422

2.9568

3.3277

3.7549

4.2384

200

3.5709

3.3047

2.1915

2.3932

2.6210

2.8749

3.1549

ρ

0.99

n

100

46.5859

38.2250

9.5522

11.3917

15.8210

22.8402

32.4493

150

27.3406

24.4286

6.6708

8.2228

11.1429

15.4311

21.0874

200

19.5496

18.0425

5.4978

6.7696

8.9077

11.9120

15.7824