| 方法 | 重尾误差 + Toeplitz设计 | 重尾误差 + 不相关设计 | 重尾误差 + 等相关设计 | |||
| 矩方法 | Wald | 矩方法 | Wald | 矩方法 | Wald | |
| s = 3 | 0.08 | 0.99 | 0.04 | 1 | 0.04 | 1 |
| s = 5 | 0.08 | 1 | 0.07 | 1 | 0.04 | 1 |
| s = 10 | 0.04 | 1 | 0.08 | 1 | 0.03 | 1 |
| s = 20 | 0.02 | 1 | 0.06 | 1 | 0.03 | 1 |
| s = 50 | 0.02 | 1 | 0.06 | 1 | 0.05 | 1 |
| s = 100 | 0.07 | 1 | 0.02 | 1 | 0.04 | 1 |
| s = n | 0.09 | 1 | 0.03 | 1 | 0.06 | 1 |
| s = p | 0.03 | 1 | 0.03 | 1 | 0.09 | 1 |