Table 3:

Empirical performances of CIs for β₂ under $\mathbf{\Sigma }={\mathbf{\Sigma }}_M$, ψ = 0.5, α = 0.05 and n = 400

p	Coverage (%)					Length
	LSW	wlp	lproj	rproj	rose	LSW	wlp	lproj	rproj	rose
	k = 20
400	92.9	98.4	57.1	92.6	97.9	1.13	1.56	0.53	0.98	1.04
700	94.6	97.2	45.4	90.3	94.6	1.12	1.32	0.53	0.86	1.08
1000	92 8	97.9	32.9	87.8	96.4	1.13	1.38	0.52	0.77	1.10
1300	94.6	97.2	27.9	81.7	95.8	0.96	1.27	0.53	0.73	1.12
	k = 25
400	93.8	99.2	58.0	93.1	95.4	1.14	1.62	0.54	0.99	1.03
700	95.2	97.6	40.3	90.1	96.0	1.13	1.37	0.53	0.87	1.07
1000	92.8	97.0	31.3	84.0	96.2	1.16	1.43	0.53	0.77	1.09
1300	95.3	93.3	22.2	81.1	96.2	0.97	1.35	0.53	0.73	1.10
	k = 35
400	94.1	97.6	51.8	91.5	94.7	1.15	1.52	0.54	1.00	1.01
700	96.5	99.3	37.3	89.4	92.5	1.14	1.57	0.53	0.87	1.05
1000	96.5	97.3	26.4	79.6	92.8	1.13	1.41	0.53	0.77	1.07
1300	94.7	93.8	22.7	76.7	92.8	0.98	1.30	0.53	0.73	1.09