Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Proportion of entries correctly specified by Q̂ (CR(Q̂)) under the SCAD penalty averaging over all independent replications.
| N = 500 | N = 1000 | N = 2000 | N = 4000 | |
|---|---|---|---|---|
| ρ = 0.05 | 99.7% | 100.0% | 100.0% | 100.0% |
| ρ = 0.15 | 100.0% | 100.0% | 100.0% | 100.0% |
| ρ = 0.25 | 100.0% | 100.0% | 100.0% | 100.0% |
