\begin{tabular}{l||rrrrrrrrrrrr}\textbf{\textit{DGP3}}& \multicolumn{3}{c}{Sample-Cov}& \multicolumn{3}{c}{Threshold}& \multicolumn{3}{c}{Ledoit-Wolf}& \multicolumn{3}{c}{GLASSO}\\$N\backslash T$&75&175&500&75&175&500&75&175&500&75&175&500\\\hline \hline50&28.7\% &39.2\% &59.4\% &14.6\% &29.7\% &\textbf{59.2\%} &\textbf{14.1\%} &29.9\% &62.4\% &14.5\% &\textbf{28.8\%} &59.8\% \\150& &14.4\% &20.4\% & &4.8\% &\textbf{13.4\%} & &\textbf{4.6\%} &13.9\% & &4.7\% &13.5\% \\250& & &13.2\% & & &6.1\% & & &6.1\% & & &\textbf{6.1\%} \\\end{tabular}\\\begin{tabular}{l||rrrrrrrrrrrr}\textbf{\textit{DGP3}}& \multicolumn{3}{c}{Sample-Cov}& \multicolumn{3}{c}{Threshold}& \multicolumn{3}{c}{Ledoit-Wolf}& \multicolumn{3}{c}{GLASSO}\\$N\backslash T$&75&175&500&75&175&500&75&175&500&75&175&500\\\hline \hline50&41.2\% &83.1\% &138.4\% &37.4\% &77.6\% &134.4\% &\textbf{25.5\%} &\textbf{65.3\%} &\textbf{126.9\%} &41.9\% &80\% &138.6\% \\150& &18.3\% &43\% & &15.7\% &40.1\% & &\textbf{10\%} &\textbf{36.1\%} & &18.2\% &43.3\% \\250& & &20.9\% & & &19\% & & &\textbf{15.3\%} & & &20.8\% \\\end{tabular}
