Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses

Journal of Inequalities and Applications

Table 2 The GMSE for the estimators of \(g(\cdot )\) and \(f(\cdot )\)

n	p	\(\hat{g}_{n}^{W_{1}}(\cdot )\)	\(\hat{g}_{n}^{I_{1}}(\cdot )\)	\(\hat{g}_{n}^{W_{2}}(\cdot )\)	\(\hat{g}_{n}^{I_{2}}(\cdot )\)	\(\hat{f}_{n}(\cdot )\)
50	0.1	0.1199	0.1134	0.1112	0.1028	0.2816
100	0.1	0.0646	0.0577	0.0557	0.0547	0.1563
200	0.1	0.0401	0.0397	0.0374	0.0346	0.0945
50	0.25	0.1504	0.1335	0.1314	0.1304	0.3413
100	0.25	0.0795	0.0785	0.0752	0.0705	0.2048
200	0.25	0.0510	0.0505	0.0461	0.0434	0.1011
50	0.5	0.1700	0.1580	0.1718	0.1525	0.3693
100	0.5	0.1134	0.1082	0.1027	0.1018	0.2305
200	0.5	0.0583	0.0568	0.0531	0.0508	0.1550