Interval Estimation on Simulated p=50 (test)
0.937PCCBGM
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| BGMDimension=50, Nominal coverage level=0.952026.01 | 0.937 | 0.987 | 94.4 | 1.45 | |
| LW-CPDimension=50, Nominal coverage level=0.952026.01 | 0.909 | 0.927 | 98.1 | 2.059 | |
| LW-LCPDimension=50, Nominal coverage level=0.952026.01 | 0.897 | 0.917 | 98 | 2.027 | |
| LCPDimension=50, Nominal coverage level=0.952026.01 | 0.878 | 0.887 | 98.1 | 2.147 | |
| LWQR-CPDimension=50, Nominal coverage level=0.952026.01 | 0.77 | 0.778 | 98.1 | 2.123 | |
| QR-CPDimension=50, Nominal coverage level=0.952026.01 | 0.756 | 0.763 | 98.1 | 2.132 | |
| LWQR-LCPDimension=50, Nominal coverage level=0.952026.01 | 0.755 | 0.763 | 98.1 | 2.136 | |
| QR-LCPDimension=50, Nominal coverage level=0.952026.01 | 0.732 | 0.735 | 98.1 | 2.147 | |
| CPDimension=50, Nominal coverage level=0.952026.01 | 0.02 | 0.016 | 98 | 2.301 |