Figure 6
Each panel shows the average estimates of the \(\texttt {id }\) over 30 replicates with three different methods: Gride (with \(n_2=2n_1\)), LB, and MG. Each dataset has 1000 observations. The confidence bands are drawn at \(\pm 2\) standard errors. In the left panel the true \(\texttt {id }\) is \(d=2\), in the right panel the true \(\texttt {id }\) is \(d=5\).
