Table 2.

Simulation results over 100 replications for Scenario 1 and Scenario 2

	Scenario 1		Scenario 2
p	L ∞	L F	L ∞	L F
Average true discovery rates(%)
50	78.8 (15.2)	98.4 (5.9)	79.6 (13.8)	40.8 (25.6)
80	76.4 (23.1)	100.0(0.0)	83.4 (17.0)	88.2 (17.6)
100	89.5 (22.1)	100.0(0.0)	84.8 (20.0)	99.3 (3.9)
120	76.5 (31.0)	94.0(24.0)	82.4 (15.2)	100.0 (0.0)
Average estimation errors in the elementwise L∞ norm
50	2.66 (0.26)	2.21 (0.15)	3.23 (0.40)	3.85 (0.55)
80	2.10 (0.20)	1.91 (0.00)	2.29 (0.35)	2.14 (0.32)
100	1.88 (0.13)	1.82 (0.00)	2.03 (0.28)	1.83 (0.08)
120	1.00 (0.16)	0.87 (0.00)	1.17 (0.16)	0.88 (0.07)