Table 2.

Squared error comparison over 100 replicates. Average squared error across replicates reported for DL (Dirichlet–Laplace) with a = 1/n and a = 1/2, LS (Lasso), EBMed (Empirical Bayes median), PM (Point mass prior), BL (Bayesian lasso) and HS (horseshoe). Signal strength A = 7, 8.

n	100						200
$\frac{{\mathrm{q}}_{\mathrm{n}}}{\mathrm{n}}\%$	5		10		20		5		10		20
A	7	8	7	8	7	8	7	8	7	8	7	8
DL1/n	8.20	7.19	17.29	15.35	32.00	29.40	16.07	14.28	33.00	30.80	65.53	59.61
DL1/2	11.77	11.87	17.57	18.36	30.24	30.42	20.30	22.70	36.51	35.30	61.43	65.79
LS	21.25	19.09	38.68	37.25	68.97	69.05	41.82	41.18	75.55	75.12	137.21	136.25
EBMed	13.64	12.47	29.73	27.96	60.52	60.22	26.10	25.52	57.19	56.05	119.41	119.35
PM	12.15	10.98	25.99	24.59	51.36	50.98	22.99	22.26	49.42	48.42	101.54	101.62
BL	33.05	33.63	49.85	50.04	68.35	68.54	64.78	69.34	99.50	103.15	133.17	136.83
HS	8.30	7.93	18.39	16.27	37.25	35.18	15.80	15.09	35.61	33.58	72.15	70.23