Journal of Inequalities and Applications

Table 2 Simulation results for LAD loss function and \(\varepsilon\sim t_{5}\)

From: M-estimation in high-dimensional linear model

Setting	Method	EE	PE	C	IC	CP
n = 200	Oracle	10.5634	4.2892	24.0000	0	100%
p = 28	Lasso	10.2810	4.1649	11.7700	0	49.04%
m = 24	LLA	10.6448	4.2725	23.8780	0	99.49%
n = 500	Oracle	19.4296	6.8240	41.0000	0	100%
p = 45	Lasso	19.1157	6.7042	18.9580	0	46.24%
m = 41	LLA	19.4665	6.8335	40.9560	0	99.89%
n = 700	Oracle	23.7784	8.0637	49.0000	0	100%
p = 53	Lasso	23.4389	7.9551	22.8800	0	46.69%
m = 49	LLA	23.7808	8.0919	48.9740	0	99.94%

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