The previous illustration is in this link

This post is mainly talking about the error fixed in the MM estimator. The biggest error of the MM estimator in derivation and code is that:

The error is: In the matrices, I used the scalar 1 to replace identity matrix I. For example, using (1-K) to replace the (I-K), where K is a n by n matrix.

After I fixed the problem and the latest result is as follows for MM estimator.

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