参数 | 标准正态分布 | t(2) | t(3) | t(5) | ||||
Adaptive LASSO | GM- ALASSO | Adaptive LASSO | GM- ALASSO | Adaptive LASSO | GM- ALASSO | Adaptive LASSO | GM- ALASSO | |
MS | 3.38 | 3.18 | 3.30 | 3.16 | 3.33 | 3.19 | 3.30 | 3.26 |
Underfit | 0 | 0 | 0.03 | 0.05 | 0.08 | 0.09 | 0.01 | 0 |
Correctfit | 0.80 | 0.89 | 0.73 | 0.79 | 0.61 | 0.72 | 0.73 | 0.76 |
Overfit | 0.20 | 0.11 | 0.24 | 0.16 | 0.31 | 0.19 | 0.26 | 0.24 |
FPR | 0.06 | 0.04 | 0.08 | 0.05 | 0.10 | 0.07 | 0.07 | 0.06 |
FNR | 0 | 0 | 0.001 | 0.001 | 0.002 | 0.002 | 0 | 0 |
MSE (median) | 0.37 | 0.43 | 0.50 | 0.58 | 0.46 | 0.52 | 0.42 | 0.46 |
HD | 0.38 | 0.18 | 0.36 | 0.26 | 0.49 | 0.37 | 0.32 | 0.26 |