Skip to main content
. Author manuscript; available in PMC: 2013 Nov 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2012 Mar;74(5):773–797. doi: 10.1111/j.1467-9868.2012.01028.x

Table 2.

Simulation comparisons of RSI, LRS, and CBS, where both homogeneous and heterogeneous noises are considered. Homogenous noise is generated from the t-distribution with degrees of freedom 1, 3, and 30. Heterogeneous noise is generated from a mixture of N(0, 1) and N(0, σ2), where σ ~ Gamma(2, τ). μ is fixed at 2.0.

RSI LRS CBS
D 2(|I2|=40) #O D 2(|I2|=40) #O D 2(|I2|=40) #O
t(1) 0.163(0.024) 2(0.2) 0.340(0.054) 3882(6.6) 1.000(0.000) 0(0.0)
t(3) 0.125(0.028) 0(0.0) 0.025(0.006) 467(4.4) 1.000(0.000) 0(0.0)
t(30) 0.125(0.018) 0(0.0) 0.000(0.001) 2(0.0) 0.006(0.006) 0(0.0)
τ = 0.5 0.125(0.015) 2(0.4) 0.013(0.005) 37(3.1) 0.180(0.006) 4(0.6)
τ = 1.0 0.113(0.022) 12(0.6) 0.000(0.006) 227(6.1) 1.000(0.010) 10(1.1)
τ = 1.5 0.125(0.016) 26(0.8) 0.000(0.006) 461(10.9) 1.000(0.000) 8(1.1)