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Proportion of entries correctly specified by Q̂ for the L1 regularized estimator averaging over all independent replications.
| N = 500 | N = 1000 | N = 2000 | N = 4000 | |
|---|---|---|---|---|
| ρ = 0.05 | 98.5% | 99.7% | 100.0% | 100.0% |
| ρ = 0.15 | 99.2% | 99.8% | 100.0% | 100.0% |
| ρ = 0.25 | 99.4% | 99.9% | 100.0% | 100.0% |
