Table 1:

RMSE and their standard errors for ${\widehat{\sigma }}_0^2$ under the sparse design and μ₁

			method
Cov	n	${\sigma }_0^2$	SNPT	PACE	LM
I	50	0	0.012 (0.009)	0.144 (0.166)	0.129 (0.203)
		0.1	0.029 (0.038)	0.129 (0.146)	0.186 (0.197)
		0.25	0.050 (0.056)	0.147 (0.185)	0.117 (0.125)
		0.5	0.100 (0.135)	0.181 (0.195)	0.157 (0.131)
	200	0	0.009 (0.005)	0.080 (0.103)	0.073 (0.077)
		0.1	0.017 (0.019)	0.091 (0.098)	0.144 (0.150)
		0.25	0.032 (0.038)	0.086 (0.097)	0.093 (0.127)
		0.5	0.049 (0.064)	0.098 (0.118)	0.165 (0.106)
II	50	0	0.036 (0.030)	0.252 (0.245)	0.219 (0.255)
		0.1	0.047 (0.052)	0.254 (0.285)	0.237 (0.255)
		0.25	0.087 (0.133)	0.241 (0.244)	0.159 (0.151)
		0.5	0.128 (0.202)	0.238 (0.260)	0.126 (0.134)
	200	0	0.024 (0.015)	0.177 (0.172)	0.192 (0.200)
		0.1	0.027 (0.027)	0.185 (0.179)	0.176 (0.174)
		0.25	0.042 (0.050)	0.177 (0.177)	0.097 (0.097)
		0.5	0.071 (0.084)	0.174 (0.182)	0.124 (0.089)
III	50	0	0.004 (0.004)	0.099 (0.103)	0.028 (0.064)
		0.1	0.024 (0.029)	0.102 (0.106)	0.099 (0.127)
		0.25	0.049 (0.063)	0.093 (0.109)	0.077 (0.080)
		0.5	0.094 (0.130)	0.113 (0.146)	0.172 (0.128)
	200	0	0.002 (0.002)	0.065 (0.077)	0.009 (0.023)
		0.1	0.010 (0.012)	0.066 (0.067)	0.049 (0.075)
		0.25	0.027 (0.033)	0.068 (0.071)	0.069 (0.067)
		0.5	0.059 (0.071)	0.067 (0.073)	0.163 (0.091)