方法 | 轻尾误差 + Toeplitz设计 | 轻尾误差 + 不相关设计 | ||
矩方法 | Wald | 矩方法 | Wald | |
s = 3 | 0.02 | 0.23 | 0.03 | 0.04 |
s = 5 | 0.04 | 0.40 | 0.02 | 0.06 |
s = 10 | 0.07 | 0.56 | 0.04 | 0.19 |
s = 20 | 0.04 | 0.72 | 0.04 | 0.58 |
s = 50 | 0.06 | 0.79 | 0.09 | 0.90 |
s = 100 | 0.03 | 0.92 | 0.07 | 0.86 |
s = n | 0.08 | 0.89 | 0.06 | 0.87 |
s = p | 0.04 | 0.83 | 0.07 | 0.75 |