Par.

Misclassification probability and model.

2Dim

3Dim

4Dim

2Dim

3Dim

4Dim

2Dim

3Dim

4Dim

ε

0.01

0.01

0.01

0.02

0.02

0.02

0.2

0.2

0.2

λ ^ L

0.006111

0.0042409

0.0073379

0.011422

0.0050042

0.0086443

0.069397

0.011252

0.049154

λ ^ G

0.0037761

0.0031442

0.0073379

0.0062438

0.0032715

0.0086443

0.041142

0.0060135

0.049154

π ^

0.0048073

0.0048714

0.017787

0.0051303

0.0048218

0.02029

0.0039827

0.0067624

0.077793

z ^

0.0063716

0.0049235

0.010172

0.010457

0.0056151

0.011675

0.092936

0.010648

0.040714

ε ^ F N

N/A

N/A

0.0084544

N/A

N/A

0.0095477

N/A

N/A

0.017617

ε ^ F P

N/A

N/A

0.04278

N/A

N/A

0.0094679

N/A

N/A

0.11764

ε ^

N/A

0.0064833

N/A

N/A

0.0077917

N/A

N/A

0.012423

N/A

R ^

0.033136

0.024617

0.041799

0.057782

0.028766

0.048413

0.47997

0.057153

0.16832