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. Author manuscript; available in PMC: 2022 Jul 1.

Published in final edited form as: J Stat Plan Inference. 2020 Nov 16;213:16–32. doi: 10.1016/j.jspi.2020.10.006

Figure 3: — The heatmap shows values of PRIAL of $\hat{Σ}$ with respect to ${\hat{Σ}}^{L W_{1}}$ for various simulation scenarios based on covariance structure, values of p and γ (rows) and various loss functions (columns). Top panel shows counts and histogram of various PRIAL values. PRIAL values are scaled column-wise for visual clarity. Red (blue) shades mean PRIAL > 0 (PRIAL < 0) indicating our estimator is better (worse) than LW1.