Table 4.

MedSEs for example 2

σ	π	τ	Full	SCAD	Hard	L0.5	AIC	BIC	RIC	Oracle
.1	.05	LS	5.2505	0.7579	0.7696	1.0262	3.5733	1.8216	1.9568	0.7479
.1	.05	.10	2.9625	0.3609	0.3669	0.3934	0.3839	0.3654	0.3654	0.3098
.1	.05	.25	2.8904	0.3500	0.3615	0.3871	0.3872	0.3755	0.3755	0.3046
.1	.05	.50	2.7860	0.3537	0.3525	0.3954	0.3777	0.3682	0.3682	0.3084
.1	.05	.75	2.7805	0.3515	0.3551	0.4055	0.3876	0.3658	0.3658	0.3072
.1	.05	.90	2.9248	0.3593	0.3640	0.4160	0.4038	0.3942	0.3942	0.3197
.1	.1	LS	9.1360	1.4144	1.3989	1.9219	6.1702	3.6743	3.8031	1.3557
.1	.1	.10	3.6928	0.4495	0.4643	0.5144	0.4690	0.4675	0.4675	0.4123
.1	.1	.25	3.5604	0.4413	0.4668	0.5082	0.4759	0.4702	0.4702	0.4198
.1	.1	.50	3.6038	0.4485	0.4523	0.5132	0.4743	0.4702	0.4702	0.4244
.1	.1	.75	3.5173	0.4508	0.4685	0.5270	0.4930	0.4918	0.4918	0.4190
.1	.1	.90	3.5477	0.4685	0.4817	0.5455	0.5140	0.5066	0.5066	0.4360
.2	.05	LS	26.1258	16.3923	6.6318	7.4031	15.6449	11.9190	12.2234	4.7687
.2	.05	.10	7.1712	1.0638	1.1981	1.2334	1.2848	1.2942	1.2942	1.0974
.2	.05	.25	6.9312	1.0568	1.1707	1.2592	1.2891	1.2905	1.2905	1.1057
.2	.05	.50	6.7713	1.0910	1.2136	1.2808	1.3142	1.3094	1.3094	1.1157
.2	.05	.75	7.1882	1.1091	1.3154	1.3082	1.3569	1.3569	1.3552	1.1480
.2	.05	.90	7.1637	1.1574	1.2728	1.3477	1.4036	1.4085	1.4036	1.1573
.2	.1	LS	52.0506	72.4912	127.1681	13.9245	24.0957	18.9553	19.1162	9.1986
.2	.1	.10	9.8230	1.7160	1.9919	1.9998	2.1483	2.4303	2.3086	1.7300
.2	.1	.25	9.5495	1.6977	1.9183	1.9743	2.1899	2.4234	2.2989	1.7625
.2	.1	.50	9.5487	1.7500	2.0045	2.0589	2.2897	2.5340	2.4321	1.7535
.2	.1	.75	9.6995	1.7806	1.9767	2.0562	2.2263	2.4990	2.4066	1.8252
.2	.1	.90	9.8581	1.8075	1.9991	2.0678	2.1863	2.4859	2.4025	1.8757

Values in table equal 100*MedSE