Table 2 Simulation results over 100 replications for Scenario 1 and Scenario 2
| Â | Scenario 1 | Scenario 2 | ||
|---|---|---|---|---|
p | L ∞ | L F | L ∞ | L F |
Average true discovery rates(%) | ||||
 50 | 78.8 (15.2) | 98.4 (5.9) | 79.6 (13.8) | 40.8 (25.6) |
 80 | 76.4 (23.1) | 100.0(0.0) | 83.4 (17.0) | 88.2 (17.6) |
 100 | 89.5 (22.1) | 100.0(0.0) | 84.8 (20.0) | 99.3 (3.9) |
 120 | 76.5 (31.0) | 94.0(24.0) | 82.4 (15.2) | 100.0 (0.0) |
Average estimation errors in the elementwise L∞ norm | ||||
 50 | 2.66 (0.26) | 2.21 (0.15) | 3.23 (0.40) | 3.85 (0.55) |
 80 | 2.10 (0.20) | 1.91 (0.00) | 2.29 (0.35) | 2.14 (0.32) |
 100 | 1.88 (0.13) | 1.82 (0.00) | 2.03 (0.28) | 1.83 (0.08) |
 120 | 1.00 (0.16) | 0.87 (0.00) | 1.17 (0.16) | 0.88 (0.07) |