n | ρ | EST | SE | ESE | CP | EST | SE | ESE | CP |
100 | 0.25 | 0.533 | 0.375 | 0.395 | 0.970 | 1.013 | 0.349 | 0.364 | 0.955 |
0.5 | 0.529 | 0.379 | 0.403 | 0.974 | 1.007 | 0.387 | 0.371 | 0.945 | |
0.75 | 0.535 | 0.371 | 0.405 | 0.965 | 1.007 | 0.390 | 0.368 | 0.931 | |
200 | 0.25 | 0.531 | 0.257 | 0.263 | 0.978 | 1.005 | 0.258 | 0.259 | 0.960 |
0.5 | 0.523 | 0.249 | 0.261 | 0.966 | 1.013 | 0.247 | 0.257 | 0.962 | |
0.75 | 0.507 | 0.252 | 0.258 | 0.960 | 0.988 | 0.247 | 0.259 | 0.968 | |
400 | 0.25 | 0.499 | 0.173 | 0.177 | 0.958 | 0.992 | 0.180 | 0.182 | 0.958 |
0.5 | 0.525 | 0.177 | 0.178 | 0.966 | 0.997 | 0.183 | 0.184 | 0.954 | |
0.75 | 0.514 | 0.183 | 0.180 | 0.966 | 1.004 | 0.184 | 0.185 | 0.952 |