Table 3 Summary of simulation results under simulation setup III
Induced smoothing method | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
t | TRUE | EB | ESE | ASE | ||||||||
\(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | \(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | \(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | \(\varvec{\alpha }_{\varvec{0}}\varvec{(t)}\) | \(\varvec{\alpha }_{\varvec{1}}\varvec{(t)}\) | \(\varvec{\beta (t)}\) | |
\(\tau =0.5\) | ||||||||||||
0.1 | -2.30 | 0.00 | 1.12 | -0.053 | -0.005 | 0.036 | 0.676 | 0.113 | 0.371 | 0.623 | 0.112 | 0.342 |
0.2 | -1.61 | 0.00 | 0.64 | -0.004 | 0.003 | -0.001 | 0.383 | 0.111 | 0.199 | 0.363 | 0.109 | 0.187 |
0.5 | -0.69 | 0.00 | 0.43 | 0.003 | 0.002 | -0.010 | 0.107 | 0.143 | 0.117 | 0.102 | 0.142 | 0.112 |
0.8 | -0.22 | 0.00 | 0.45 | -0.033 | 0.006 | -0.014 | 0.276 | 0.173 | 0.150 | 0.265 | 0.169 | 0.148 |