Case | MAIC | LASSO | SCAD | MCV | IMA | RMSA |
---|---|---|---|---|---|---|
\(p=500\) | ||||||
MSPE | .489 | .475 | .469 | 1.294 | .371 | .402 |
(.166) | (.179) | (.163) | (1.612) | (.127) | (.155) | |
Running Time | 12.379 | .111 | .130 | 12.371 | .172 | .761 |
(10.698) | (.008) | (.017) | (10.709) | (.054) | (.080) | |
\(p=1000\) | ||||||
MSPE | .384 | .375 | .372 | 1.713 | .316 | .322 |
(.123) | (.189) | (.173) | (2.993) | (.130) | (.127) | |
Running Time | 12.079 | .176 | .210 | 12.113 | .248 | .795 |
(16.953) | (.032) | (.057) | (17.007) | (.068) | (.062) |