Fig. 1. Risk comparison of the existing estimators with various sample sizes. [Upper] Relative mean squared error (RMSE) of six estimators.[Lower]Ratio of RMSE, R(θ̂*, θ)/R(θ̂Shen, θ), where θ̂* denotes each of θ̂sm, θ̂mle, θ̂umvue, θ̂ES, and θ̂Zhou. Overall, θ̂Shen has the smallest RMSE compared with the other five estimators.
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