Figure 1. .

Relative Frobenius norm estimation error for the nonsparse (top) and sparse (bottom) ceFC matrix with the number of brain parcels set to N = 50 (left) or N = 200 (right). The colored lines correspond to the proposed sample moment estimator (), the thresholded estimators using the tuning parameter C = 0.002 (), C = 0.005 (), and C = 0.01 (). The sample size T (number of time frames), number of brain parcels N, and tuning parameter C determine the thresholding τ through $\tau =C\sqrt{{log}^4\left({TN}^4\right)/T}$ for the thresholded estimator.