Methods\({\setminus } \tau _{1}\) | 0.2 | 0.4 | 0.6 | 0.8 |
---|---|---|---|---|
Tian and Chen (2006) | 0.6870 | 0.8500 | 0.9460 | 1.0480 |
Lien et al. (2007) Corollary 1 | 0.7945 | 0.8487 | 0.9316 | 1.0325 |
Peng et al. (2011) Corollary 5 | 0.9119 | 0.9793 | 1.0639 | 1.1662 |
Tian et al. (2009) Corollary 1 | 1.1410 | 1.1500 | 1.1720 | 1.2090 |
Souza et al. (2014) Corollary 4 | 1.1639 | 1.1734 | 1.1994 | 1.2532 |
\(C II\,(N=1,\rho =0.95)\) | 1.3775 | 1.4419 | 1.4837 | 1.5002 |
\(C II\,(N=2,\rho =0.95)\) | 1.3780 | 1.4447 | 1.4940 | 1.5279 |
\(C I\,(N=1,\rho =0.35)\) | 2.3328 | 2.0765 | 1.8643 | 1.6990 |
\(C I\,(N=2,\rho =0.35)\) | 2.3371 | 2.1024 | 1.9288 | 1.8101 |