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. Author manuscript; available in PMC: 2014 Jun 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2012 Dec 4;75(3):427–450. doi: 10.1111/j.1467-9868.2012.01049.x

Figure 4.

Figure 4

Average risks (with error bars) over 1000 runs with respect to two loss functions when ρ= 0.1. sample=sample covariance matrix, Warton=linear shrinkage (Warton, 2008), CondReg=condition number regularization. Risks are normalized by the dimension (p).