Table 1 Summary of simulation results under Simulation setup I
Induced smoothing method | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
t | TRUE | EB | ESE | ASE | ||||||||
\(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | \(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | \(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | \(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | |
\(\tau =0.25\) | ||||||||||||
0.1 | -1.65 | 0.41 | 0.00 | 0.001 | 0.001 | -0.006 | 0.177 | 0.236 | 0.198 | 0.171 | 0.237 | 0.198 |
0.2 | -1.65 | 0.41 | 0.00 | -0.007 | 0.010 | -0.001 | 0.160 | 0.219 | 0.130 | 0.165 | 0.232 | 0.132 |
0.5 | -1.65 | 0.41 | 0.00 | 0.001 | -0.003 | 0.005 | 0.168 | 0.226 | 0.143 | 0.163 | 0.229 | 0.146 |
0.8 | -1.65 | 0.41 | 0.00 | 0.002 | -0.003 | 0.008 | 0.187 | 0.250 | 0.148 | 0.177 | 0.248 | 0.164 |
\(\tau =0.5\) | ||||||||||||
0.1 | -0.77 | 0.41 | 0.00 | 0.007 | -0.005 | -0.006 | 0.130 | 0.173 | 0.151 | 0.127 | 0.176 | 0.148 |
0.2 | -0.77 | 0.41 | 0.00 | -0.006 | -0.003 | 0.001 | 0.135 | 0.180 | 0.095 | 0.131 | 0.184 | 0.099 |
0.5 | -0.77 | 0.41 | 0.00 | -0.001 | -0.002 | 0.002 | 0.154 | 0.210 | 0.109 | 0.151 | 0.210 | 0.112 |
0.8 | -0.77 | 0.41 | 0.00 | -0.006 | 0.003 | 0.003 | 0.182 | 0.244 | 0.113 | 0.166 | 0.231 | 0.122 |