$n$	$p$	${‖ {\hat{Σ}}_{F}^{*} - Σ_{X} ‖}_{1}$	${‖ {\hat{Σ}}_{F}^{t h} - Σ_{X} ‖}_{1}$	${‖ {\hat{Σ}}_{F}^{*} - Σ_{X} ‖}_{s p}$	${‖ {\hat{Σ}}_{F}^{t h} - Σ_{X} ‖}_{s p}$	${‖ {\hat{Σ}}_{F}^{*} - Σ_{X} ‖}_{F}$	${‖ {\hat{Σ}}_{F}^{t h} - Σ_{X} ‖}_{F}$
50	20	7.5627	3.6435	3.9422	2.5361	7.3714	5.2233
	50	17.2511	4.8241	6.6115	3.1177	16.3977	8.3793
	100	34.0303	6.5240	10.7189	3.7975	31.6744	12.4028
	200	66.4459	7.3150	17.3097	4.1697	61.4820	17.3793
	300	99.1861	8.6805	23.5170	4.6641	92.1988	21.8822
	400	133.1350	9.9978	29.3351	4.9576	122.3446	25.6115
	500	164.1220	10.1261	35.1697	5.0476	152.2275	28.4986
100	50	12.1295	3.8520	4.7372	2.4652	12.7856	7.9800
	100	23.4557	4.8388	7.1643	2.8657	23.6691	11.5331
	200	44.8538	5.6213	10.9060	3.2010	45.0899	16.4487
	500	109.8831	6.9815	20.6747	3.6017	109.2537	26.2359