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. Author manuscript; available in PMC: 2023 Oct 18.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2016 Dec 26;79(5):1415–1437. doi: 10.1111/rssb.12224

Figure 2.

Figure 2

Empirical rejection rates of the decorrelated score, Wald and partial likelihood ratio tests on simulated data with different active set sizes and dimensionality.