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

Table 2

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

𝜃1	𝜃
	0	0.25	0.5	0.75	1
			SR
0	0.4705	0.8234	0.9999	1.1058	1.1764
1	0.5537	0.8512	1.0000	1.0892	1.1487
2	0.6176	0.8725	1.0000	1.0765	1.1274
4	0.7074	0.9025	1.0000	1.0585	1.0975
6	0.7662	0.9221	1.0000	1.0468	1.0779
8	0.8068	0.9356	1.0000	1.0386	1.0644
10	0.8362	0.9454	1.0000	1.0328	1.0546
15	0.8823	0.9608	1.0000	1.0235	1.0392
20	0.9087	0.9696	1.0000	1.0183	1.0304
			PSR
0	0.3533	0.7255	0.9116	1.0233	1.0977
1	0.4568	0.7743	0.9331	1.0283	1.0918
2	0.5386	0.8122	0.9490	1.0311	1.0858
4	0.6560	0.8653	0.9699	1.0327	1.0745
6	0.7329	0.8988	0.9818	1.0316	1.0648
8	0.7852	0.9209	0.9888	1.0295	1.0566
10	0.8220	0.9359	0.9929	1.0271	1.0499
15	0.8771	0.9574	0.9976	1.0216	1.0377
20	0.9066	0.9682	0.9991	1.0176	1.0299
			FMMSE
0	0.7254	0.8680	0.9394	0.9821	1.0107
1	0.7621	0.8860	0.9479	0.9851	1.0099
2	0.7914	0.9003	0.9547	0.9874	1.0091
4	0.8348	0.9213	0.9646	0.9906	1.0079
6	0.8648	0.9359	0.9714	0.9927	1.0069
8	0.8864	0.9463	0.9762	0.9942	1.0062
10	0.9025	0.9540	0.9798	0.9952	1.0055
15	0.9288	0.9666	0.9855	0.9968	1.0044
20	0.9444	0.9740	0.9888	0.9977	1.0036
			AFMMSE
0	0.3357	0.7042	0.8885	0.9991	1.0728
1	0.4122	0.7429	0.9083	1.0075	1.0736
2	0.4767	0.7752	0.9245	1.0140	1.0737
4	0.5783	0.8255	0.9492	1.0234	1.0728
6	0.6535	0.8622	0.9666	1.0292	1.0710
8	0.7105	0.8896	0.9791	1.0328	1.0686
10	0.7548	0.9105	0.9883	1.0350	1.0661
15	0.8297	0.9447	1.0023	1.0368	1.0598
20	0.8748	0.9645	1.0093	1.0361	1.0541