n | ρ | EST | SE | ESE | CP | EST | SE | ESE | CP |
100 | 0.25 | 1.044 | 0.372 | 0.380 | 0.939 | 0.500 | 0.354 | 0.354 | 0.955 |
0.5 | 1.034 | 0.359 | 0.373 | 0.959 | 0.502 | 0.350 | 0.355 | 0.953 | |
0.75 | 1.035 | 0.370 | 0.377 | 0.947 | 0.488 | 0.347 | 0.351 | 0.951 | |
200 | 0.25 | 1.033 | 0.257 | 0.250 | 0.948 | 0.497 | 0.263 | 0.250 | 0.920 |
0.5 | 1.050 | 0.284 | 0.256 | 0.952 | 0.506 | 0.252 | 0.248 | 0.940 | |
0.75 | 1.035 | 0.260 | 0.252 | 0.940 | 0.498 | 0.251 | 0.249 | 0.946 | |
400 | 0.25 | 1.004 | 0.175 | 0.168 | 0.954 | 0.494 | 0.176 | 0.175 | 0.952 |
0.5 | 1.014 | 0.169 | 0.168 | 0.960 | 0.496 | 0.181 | 0.176 | 0.940 | |
0.75 | 1.041 | 0.191 | 0.176 | 0.950 | 0.519 | 0.173 | 0.175 | 0.948 |