Figure 1: κ-selection for Σ₁ to Σ₄:

Chosen $\widehat{\kappa }$ via bootstrap (dotted line) and CV (dashed line) are compared with oracle κ′ (solid line) with nine loss functions (each panel) for various combinations of true Σ (Σ₁ to Σ₄), γ = p/n and p (see Section 4).