Table 2.

Results of test 1 for $𝜸=0.5$ and $𝜷=0.8$

Frame	$R^2$	$\widehat{b}$	$SE(\widehat{b})$	P value $b=b_{MANOVA}$
MANOVA	0.99828	0.92505	0.00690	1
DSS	0.99858	0.93652	0.00911	0.32089
GF	0.99921	0.92474	0.02608	0.99082
ComplexPF	0.99950	0.92454	0.00535	0.95390
Alltop	0.98906	0.49660	0.00883	9.4651e-47
SS	0.98767	0.47354	0.00950	5.8136e-45
HAAR	0.99736	0.94421	0.00873	0.09019
RandDFT	0.99544	0.94127	0.01644	0.36788
RealMANOVA	0.99873	0.95610	0.00613	1
RealPF	0.99871	0.91244	0.00821	9.7174e-05
SH	0.99989	0.46822	0.00492	6.3109e-35
RealHAAR	0.99596	0.94456	0.01081	0.35675
RandDCT	0.99773	0.93859	0.01156	0.18737