Empirical power when h(Z) is linear at the type I error rate of 0.05 with p=5, 10, and 100 genes are used to fit the model while the true number of genes is 5. Testing was performed based on (i) sup-statistic with the original kernel (subscript ); (ii) sup-statistic with the kernel PCA including 90% of eigenvalues (subscript ); (iii) score test with ρ fixed at ρ2 (upper bound of ) with original kernel (subscript ); (iv) score test at ρ2 with kernel PCA (subscript ). The null distributions were generated based on the resampling procedure (indexed by P).