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. Author manuscript; available in PMC: 2017 Aug 24.

Published in final edited form as: Electron J Stat. 2017 Apr 11;11(1):1207–1234. doi: 10.1214/17-EJS1251

Fig. 3 — For each of 200 simulated data sets, we calculated card(ℰ̂(ζ^*)), where ζ^* ≡ max {ζ : ℰ ⊆ ℰ̂(ζ)}, as a function of the time period T. The curves represent the mean of card(ℰ̂(ζ^*)) ( ); the 2.5% and 97.5% quantiles of card(ℰ̂(ζ^*)) ( ); card(ℰ̃) ( ); and card(supp(V)) ( ). Left: Data generated under Setting A. Right: Data generated under Setting B.

Inline graphic — For each of 200 simulated data sets, we calculated card(ℰ̂(ζ^*)), where ζ^* ≡ max {ζ : ℰ ⊆ ℰ̂(ζ)}, as a function of the time period T. The curves represent the mean of card(ℰ̂(ζ^*)) ( ); the 2.5% and 97.5% quantiles of card(ℰ̂(ζ^*)) ( ); card(ℰ̃) ( ); and card(supp(V)) ( ). Left: Data generated under Setting A. Right: Data generated under Setting B.