Risk Comparison of Improved Estimators in a Linear Regression Model with Multivariate 𝑡 Errors under Balanced Loss Function

Table 1

Relative risk of the SR, PSR, FMMSE, and AFMMSE estimators for 𝑛=20, 𝑘=5 and 𝛼=3.

𝜃1	𝜃
	0	0.25	0.5	0.75	1
			SR
0	0.4705	0.8234	0.9999	1.1058	1.1764
1	0.5015	0.8338	0.9999	1.0996	1.1661
2	0.5262	0.8420	1.0000	1.0947	1.1579
4	0.5640	0.8546	1.0000	1.0872	1.1453
6	0.5923	0.8641	1.0000	1.0815	1.1358
8	0.6148	0.8716	1.0000	1.0770	1.1284
10	0.6333	0.8778	1.0000	1.0733	1.1222
15	0.6686	0.8895	1.0000	1.0663	1.1104
20	0.6942	0.8980	1.0000	1.0611	1.1019
			PSR
0	0.3533	0.7255	0.9116	1.0233	1.0977
1	0.3918	0.7437	0.9196	1.0252	1.0955
2	0.4231	0.7582	0.9258	1.0263	1.0934
4	0.4715	0.7804	0.9349	1.0275	1.0893
6	0.5079	0.7968	0.9413	1.0279	1.0857
8	0.5367	0.8096	0.9461	1.0280	1.0826
10	0.5603	0.8200	0.9499	1.0278	1.0798
15	0.6050	0.8395	0.9567	1.0271	1.0740
20	0.6371	0.8533	0.9614	1.0262	1.0695
			FMMSE
0	0.7254	0.8680	0.9394	0.9821	1.0107
1	0.7391	0.8747	0.9425	0.9832	1.0104
2	0.7503	0.8802	0.9451	0.9841	1.0101
4	0.7680	0.8888	0.9492	0.9855	1.0096
6	0.7816	0.8954	0.9523	0.9865	1.0092
8	0.7926	0.9008	0.9548	0.9873	1.0089
10	0.8019	0.9052	0.9569	0.9879	1.0086
15	0.8197	0.9139	0.9609	0.9892	1.0080
20	0.8329	0.9202	0.9639	0.9901	1.0076
			AFMMSE
0	0.3357	0.7042	0.8885	0.9991	1.0728
1	0.3641	0.7186	0.8959	1.0022	1.0731
2	0.3885	0.7308	0.9020	1.0047	1.0732
4	0.4285	0.7508	0.9119	1.0086	1.0730
6	0.4605	0.7666	0.9196	1.0114	1.0726
8	0.4871	0.7795	0.9258	1.0135	1.0720
10	0.5096	0.7905	0.9309	1.0152	1.0713
15	0.5541	0.8119	0.9407	1.0180	1.0696
20	0.5875	0.8277	0.9478	1.0198	1.0679