Table 1.

Median test error (in percentage) for the simulation examples. Standard errors are in the parentheses.

Ex(ρ)	FANS	FANS2	ROAD	PLR	penGAM	NB	FAIR	SVM
1(0)	6.8(1.1)	6.2(1.2)	6.0(1.3)	6.5(1.2)	6.6(1.1)	11.2(1.4)	5.7(1.0)	13.2(1.5)
1(0.5)	16.5(1.7)	16.2(1.8)	16.5(5.3)	15.9(1.7)	16.9(1.6)	20.6(1.7)	17.2(1.6)	22.5(1.8)
2(0.5)	4.2(0.9)	2.0(0.6)	2.0(0.6)	2.5(0.6)	3.7(0.9)	43.5(11.1)	25.3(1.6)	5.3(1.1)
2(0.9)	3.1(1.1)	0.0(0.0)	0.0(0.0)	0.0(0.0)	0.2(1.4)	46.8(8.8)	30.2(1.9)	0.0(0.1)
3(0)	0.0(0.0)	0.0(0.0)	49.6(2.4)	50.0(1.3)	0.0(0.1)	50.4(2.2)	50.2(2.1)	31.8(2.4)
3(0.5)	3.4(0.7)	3.4(0.7)	49.3(2.4)	50.0(1.3)	3.7(0.8)	50.0(2.1)	50.2(2.0)	19.8(2.4)
4	0.0(0.0)	0.0(0.0)	28.2(1.8)	50.0(10.7)	0.0(0.0)	41.0(1.1)	34.6(1.4)	0.0(0.0)