Figure 1.

Simulation results: the box plots of five selection criteria including $\text{MEN}(\widehat{B},B)$, $\text{PEN}(\widehat{Y},\mathit{Y})$, $R^2(\widehat{Y},\mathit{Y})$, AIC, and BIC against rank r from the left to the right based on 100 simulated data sets simulated from model (4) with (n, p, d) = (100, 200, 100) and the true rank r₀ = 5.