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. Author manuscript; available in PMC: 2019 Jan 18.
Published in final edited form as: Ann Stat. 2016 Mar 17;44(2):713–742. doi: 10.1214/15-AOS1384

Fig. 1.

Fig. 1

Coverage of 95% two-sided and one-sided (lower) CIs. The online one-step estimator achieves near-nominal coverage for all of the two-sided CIs and attains better than nominal coverage for the one-sided CI. The classical one-step estimator only achieves near-nominal coverage for C-NE. Error bars indicate 95% CIs to account for Monte Carlo uncertainty.