Fig. 6.

(A) Regions in which the MLE asymptotically exists and is unique and in which it does not. The boundary curve is explicit and given by Eq. 4. (B) In the setting of Fig. 3, scatterplot of the centered MLE ${\widehat{\beta }}_j-{\alpha }_{\star }{\beta }_j$ vs. the true signal ${\beta }_j$.