Fig. 2

Simulation results for Gaussian errors under case 3. Reported results are 50 independent replications. Δ assesses estimation performance. MSPE is mean squared prediction error; TPR is true positive rate; FPR is false positive rate. Black for ρ=0.1,b=0.5; Red for ρ=0.1,b=1; Green for ρ=0.5,b=0.5; Blue for ρ=0.5,b=1; Cyan for ρ=0.9,b=0.5; Purple for ρ=0.9,b=1