Table 4.
Median mean squared error (MMSE) based on 100 replications for Example 4
| nT | σ | Lasso | OBLasso | NBLasso |
|---|---|---|---|---|
| 10 | 3 | 91.39 | 77.0 | 77.4 |
| 10 | 1 | 81.4 | 69.47 | 68.81 |
| 20 | 3 | 86.04 | 41.66 | 41.59 |
| 20 | 1 | 46.94 | 30.98 | 30.71 |
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