Table 1

Noise characteristics impact on estimation accuracy and bounds

Dim. Bcond(B)Noise levelMSE riskEst. errUpper bndLower bnd
(2, 2)2.130.10.0600.0380.2950.040
(2, 3)1.830.10.0590.0460.2540.041
(2, 2)6149.420.113.9279.96990.8860.037
(2, 3)7251.180.11.1631.15111.9930.036
(2, 2)2.131.00.0530.0530.2950.040
(2, 3)1.831.00.0630.0810.2540.041
(2, 2)6149.421.03.1643.13424.9770.037
(2, 3)7251.181.01.1491.13413.4360.036

Source(s): Table by authors

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