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. Author manuscript; available in PMC: 2014 Mar 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2013 Aug 12;75(4):10.1111/rssb.12016. doi: 10.1111/rssb.12016

Table 5.

Method Comparison. T = 200

||Σ̂ − Σ|| ||Σ̂−1 − Σ−1|| K̂
POET THR POET THR
p = 200 Model 1 26.20 240.18 1.31 2.67 1
Model 2 2.04 2.04 2.07 2.07 0
Model 3 7.73 11.24 8.48 11.40 6.2
p = 300 Model 1 32.60 314.43 2.18 2.58 1
Model 2 2.03 2.03 2.08 2.08 0
Model 3 9.41 11.29 8.81 11.41 5.45

The reported numbers are the averages based on 100 replications.