Journal of Inequalities and Applications

Table 4 Simulation results for Huber 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	10.8300	3.3696	24.0000	0	100%
p = 28	Lasso	9.6422	3.5569	20.0920	0	83.72%
m = 24	LLA	10.9088	3.3784	22.7200	0	94.67%
n = 500	Oracle	19.9141	5.4034	41.0000	0	100%
p = 45	Lasso	18.0691	5.6068	38.0300	0	92.76%
m = 41	LLA	19.8884	5.3937	40.5160	0	98.82%
n = 700	Oracle	24.3265	6.3761	49.0000	0	100%
p = 53	Lasso	22.4030	6.5988	46.2440	0	94.38%
m = 49	LLA	24.3596	6.3882	48.6620	0	99.31%

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