Table 6 Invariance check of Proposed and LTW estimators for \(n=50\)
From: Vertical quantile comparison functions estimation in location scale families
Scenario | Parameter | Proposed | LTW | |||||
|---|---|---|---|---|---|---|---|---|
\(\mu _2\) | \(\sigma _2\) | Bias | Var | MSE | Bias | Var | MSE | |
A | 0 | 1.0 | −0.0042 | 0.0071 | 0.0072 | −0.0101 | 0.0086 | 0.0088 |
B | 5 | 2.0 | −0.0045 | 0.0072 | 0.0073 | −0.0112 | 0.0085 | 0.0087 |
C | -3 | 0.5 | −0.0060 | 0.0074 | 0.0076 | −0.0114 | 0.0087 | 0.0090 |
D | 10 | 3.0 | −0.0030 | 0.0073 | 0.0074 | −0.0107 | 0.0085 | 0.0087 |