TABLE 1.

Scale free case (a) with M = p/2: summary statistics on the models of Akaike information criterion (AIC)-selected λ₁ and λ₂

Pd	Method	λ3/n	b				Θ
			Angle	NR	TPR	FPR	ER	TPR	FPR	MCC
0	JMG	-	-	-	-	-	1.41	0.82	0.16	0.25
			-	-	-	-	(0.07)	(0.03)	(0.01)	(0.01)
	Proposed	0	5.47	1.00	1.00	0.30	0.98	0.86	0.11	0.32
			(0.41)	(0.03)	0.00	(0.04)	(0.05)	(0.02)	(0.00)	(0.01)
		0.01	5.36	1.00	1.00	0.30	0.67	0.86	0.08	0.36
			(0.38)	(0.03)	0.00	(0.05)	(0.06)	(0.03)	(0.01)	(0.03)
		0.05	4.99	1.00	1.00	0.30	0.34	0.83	0.05	0.44
			(0.34)	(0.03)	0.00	(0.04)	(0.02)	(0.03)	(0.00)	(0.02)
		0.1	4.64	1.00	1.00	0.31	0.28	0.78	0.02	0.56
			(0.33)	(0.03)	0.00	(0.04)	(0.02)	(0.03)	(0.00)	(0.02)
0.1	JMG	-	-	-	-	-	1.26	0.80	0.14	0.26
			-	-	-	-	(0.05)	(0.02)	(0.00)	(0.01)
	Proposed	0	5.31	0.99	1.00	0.29	0.94	0.85	0.11	0.33
			(0.30)	(0.02)	0.00	(0.06)	(0.04)	(0.02)	(0.00)	(0.01)
		0.01	5.21	0.99	1.00	0.28	0.64	0.84	0.08	0.37
			(0.30)	(0.02)	0.00	(0.06)	(0.03)	(0.02)	(0.00)	(0.01)
		0.05	4.86	0.99	1.00	0.29	0.37	0.82	0.05	0.44
			(0.28)	(0.02)	0.00	(0.06)	(0.02)	(0.03)	(0.00)	(0.02)
		0.1	4.51	0.99	1.00	0.28	0.31	0.75	0.02	0.55
			(0.28)	(0.03)	0.00	(0.05)	(0.01)	(0.03)	(0.00)	(0.02)
0.3	JMG	-	-	-	-	-	1.31	0.79	0.16	0.26
			-	-	-	-	(0.05)	(0.02)	(0.01)	(0.01)
	Proposed	0	5.33	0.98	1.00	0.29	0.92	0.81	0.10	0.33
			(0.26)	(0.03)	0.00	(0.04)	(0.04)	(0.02)	(0.00)	(0.01)
		0.01	5.23	0.98	1.00	0.29	0.74	0.82	0.10	0.35
			(0.27)	(0.03)	0.00	(0.04)	(0.07)	(0.02)	(0.01)	(0.02)
		0.05	4.86	0.98	1.00	0.30	0.40	0.77	0.05	0.44
			(0.30)	(0.03)	0.00	(0.04)	(0.02)	(0.03)	(0.00)	(0.02)
		0.1	4.50	0.98	1.00	0.30	0.35	0.70	0.02	0.54
			(0.34)	(0.03)	0.00	(0.05)	(0.02)	(0.02)	(0.00)	(0.02)
0.5	JMG	-	-	-	-	-	1.21	0.79	0.16	0.27
			-	-	-	-	(0.03)	(0.02)	(0.00)	(0.01)
	Proposed	0	5.26	0.99	1.00	0.29	0.85	0.82	0.11	0.34
			(0.33)	(0.02)	0.00	(0.04)	(0.04)	(0.02)	(0.00)	(0.02)
		0.01	5.16	0.99	1.00	0.29	0.64	0.81	0.09	0.37
			(0.32)	(0.02)	0.00	(0.04)	(0.10)	(0.03)	(0.02)	(0.03)
		0.05	4.84	0.99	1.00	0.29	0.39	0.78	0.05	0.45
			(0.28)	(0.02)	0.00	(0.04)	(0.02)	(0.03)	(0.00)	(0.02)
		0.1	4.48	0.99	1.00	0.29	0.36	0.70	0.02	0.56
			(0.23)	(0.03)	0.00	(0.03)	(0.02)	(0.03)	(0.00)	(0.03)

Abbreviations: ER, estimation error; FPR, false positive rate; MCC, Matthews correlation coefficient; NR, the mean ratio of $\Vert {\widehat{\mathbf{b}}}^{(k)}\Vert ∕\Vert {\mathbf{b}}^{(k)}\Vert \mathrm{s}$); TPR, true positive rate.