Table 2.
Simulation: empirical coverage probability under Case 2. (SS, FR, Cor) = (sample size, failure rate, correlation structure). Targeted coverage is 95%.
| Proposed | ||||
|---|---|---|---|---|
| (SS, FR, Cor) | MCP | LASSO | Oracle | Only.X |
| (450, 60%, Ind) | 0.988 | 0.980 | 0.993 | 1.000 |
| (300, 90%, Ind) | 0.910 | 0.955 | 0.953 | 0.990 |
| (300, 60%, Ind) | 0.980 | 0.945 | 0.985 | 0.960 |
| (450, 60%, AR) | 0.988 | 0.990 | 0.988 | 0.975 |
| (300, 90%, AR) | 0.922 | 0.953 | 0.960 | 0.998 |
| (300, 60%, AR) | 0.988 | 0.965 | 0.990 | 0.963 |
| (450, 60%, CS) | 0.995 | 0.985 | 0.998 | 0.993 |
| (300, 90%, CS) | 0.905 | 0.948 | 0.953 | 0.980 |
| (300, 60%, CS) | 0.990 | 0.968 | 0.990 | 0.990 |