Journal of Inequalities and Applications

Table 3 Simulation results for LAD loss function and \(\varepsilon\sim 0.9N(0,1)+0.1N(0,9)\)

From: M-estimation in high-dimensional linear model

Setting	Method	EE	PE	C	IC	CP
n = 200	Oracle	10.4815	4.4830	24.0000	0	100%
p = 28	Lasso	10.2030	4.4063	11.6360	0	48.48%
m = 24	LLA	10.5826	4.4529	23.9240	0	99.68%
n = 500	Oracle	19.2539	7.1997	41.0000	0	100%
p = 45	Lasso	18.9670	7.0960	19.3840	0	47.28%
m = 41	LLA	19.2950	7.1173	40.9520	0	99.88%
n = 700	Oracle	23.6354	8.5657	49.0000	0	100%
p = 53	Lasso	23.2424	8.4609	23.0580	0	47.06%
m = 49	LLA	23.6566	8.3699	48.9300	0	99.86%

Back to article page