Table 3.
β1(t) | β2(t) | |||
---|---|---|---|---|
| ||||
Estimator | lower | upper | lower | upper |
|
||||
Dantzig Selector | 0.008 (0.064) | 6.230 (0.175) | 0.002 (0.038) | 7.123 (0.202) |
gSCAD AIC | 0.011 (0.091) | 5.773 (0.479) | 0.004 (0.063) | 6.666 (0.528) |
gSCAD BIC | 0.010 (0.082) | 6.058 (0.171) | 0.003 (0.051) | 6.951 (0.181) |