Journal of Inequalities and Applications

Table 5 Simulation results for Huber 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	10.5572	4.2666	24.0000	0	100%
p = 28	Lasso	9.2590	4.4065	18.4680	0.0020	76.95%
m = 24	LLA	10.6099	4.2429	22.8100	0	95.04%
n = 500	Oracle	19.4395	6.8118	41.0000	0	100%
p = 45	Lasso	17.4385	6.9993	36.2080	0	88.31%
m = 41	LLA	19.4471	6.8247	40.5440	0	98.89%
n = 700	Oracle	23.8089	8.0487	49.0000	0	100%
p = 53	Lasso	21.6534	8.2558	44.4980	0	90.81%
m = 49	LLA	23.8220	8.0807	48.6940	0	99.38%

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