Skip to main content

View full-text article in PMC

. Author manuscript; available in PMC: 2016 Jan 20.

Published in final edited form as: Ann Stat. 2015;43(6):2706–2737. doi: 10.1214/15-AOS1357

Table 2.

Mean and SD of relative errors for estimating quadratic functionals (in percentage)

	p = 500, n = 100	p = 1000, n = 150	p = 2000, n = 200
BS	4.93 (2.48)	4.47 (1.56)	5.05 (1.10)
newBS	2.12 (1.43)	0.74 (0.56)	0.54 (0.40)
CQ	3.72 (1.97)	2.32 (1.24)	1.70 (0.91)
newCQ	2.77 (1.38)	1.27 (0.64)	0.62 (0.33)