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. Author manuscript; available in PMC: 2016 Jun 1.
Published in final edited form as: J Am Stat Assoc. 2014 Jul 10;110(510):837–849. doi: 10.1080/01621459.2014.934826

Figure 2.

Figure 2

Power curves at sample sizes (n, m) = (90, 120) for the large-p GCT, Ch-Q, SK, and CLX tests against the proportion of nonzero mean differences β under IND, ARMA, and LR dependence (left to right) with double Pareto(1.5,1) innovations and Σ1 = Σ2. Based on S = 500 simulations.