Table 3.
Performance as a function of n, p and T. Means (standard deviations) over 100 replicates are shown for five criteria defined in Section 3.1. The tuning parameter λ was selected by using aBIC criterion.
| Setting | Tuning parameter | Comparison criteria | |||||||
|---|---|---|---|---|---|---|---|---|---|
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| p | nt | T | Penalty type | log10 2 λ/nt | Criterion C1 | Criterion C2 | Criterion C3 | Criterion C4 | Criterion C5 |
| 500 | 150 | 5 | f1, ν = 0.5 | −1.0 | 173.98 (20.58) | 1355.98 (52.67) | 155.88 (16.92) | 406.22 (15.79) | 0.66 (0.01) |
| 500 | 150 | 5 | f2, ν = 1 | −1.4 | 699.42 (47.57) | 1970.92 (60.20) | 439.58 (26.00) | 488.00 (15.13) | 0.49 (0.01) |
| 500 | 150 | 5 | f3, ν = 2 | −1.9 | 404.38 (44.84) | 1981.66 (67.37) | 168.32 (16.62) | 437.74 (15.77) | 0.48 (0.01) |
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| 500 | 150 | 2 | f1, ν = 0.5 | −1.1 | 313.90 (26.22) | 393.72 (25.70) | 299.38 (24.33) | 257.20 (16.58) | 0.78 (0.02) |
| 500 | 150 | 2 | f2, ν = 1 | −1.5 | 343.98 (30.90) | 448.36 (28.54) | 293.58 (24.61) | 264.82 (17.02) | 0.72 (0.02) |
| 500 | 150 | 2 | f3, ν = 2 | −2.3 | 659.60 (181.48) | 527.50 (33.94) | 476.40 (156.66) | 291.80 (20.66) | 0.85 (0.04) |
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| 1000 | 150 | 2 | f1, ν = 0.5 | −0.8 | 132.76 (17.06) | 383.10 (24.56) | 131.78 (16.84) | 285.26 (16.42) | 0.91 (0.01) |
| 1000 | 150 | 2 | f2, ν = 1 | −1.2 | 527.52 (35.33) | 625.80 (29.85) | 502.08 (33.42) | 408.60 (19.34) | 0.81 (0.01) |
| 1000 | 150 | 2 | f3, ν = 2 | −2.2 | 4195.08 (97.95) | 1079.98 (39.09) | 3648.30 (82.54) | 642.00 (25.28) | 0.97 (0.02) |
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| 1000 | 500 | 2 | f1, ν = 0.5 | −1.5 | 1774.14 (65.72) | 2481.38 (32.03) | 1674.50 (60.00) | 1445.36 (20.29) | 0.29 (0.01) |
| 1000 | 500 | 2 | f2, ν = 1 | −2.0 | 1301.30 (60.64) | 2519.94 (34.97) | 1072.66 (46.47) | 1417.20 (21.53) | 0.24 (0.01) |
| 1000 | 500 | 2 | f3, ν = 2 | −3.0 | 1920.64 (74.52) | 2611.12 (35.09) | 1273.74 (47.60) | 1434.72 (20.99) | 0.26 (0.01) |