Journal of Inequalities and Applications

Table 1 Simulation results for LAD loss function and \(\varepsilon\sim N(0,1)\)

From: M-estimation in high-dimensional linear model

Setting	Method	EE	PE	C	IC	CP
n = 200	Oracle	10.8544	3.3916	24.0000	0	100%
p = 28	Lasso	10.5726	3.3035	10.8480	0	45.20%
m = 24	LLA	10.9153	3.3947	23.8540	0	99.39%
n = 500	Oracle	19.9085	5.4118	41.0000	0	100%
p = 45	Lasso	19.5952	5.2928	18.9920	0	46.32%
m = 41	LLA	19.9233	5.4045	40.9140	0	99.79%
n = 700	Oracle	24.3006	6.3847	49.0000	0	100%
p = 53	Lasso	24.0315	6.2994	23.1009	0	47.14%
m = 49	LLA	24.3666	6.4077	48.9617	0	99.92%

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