Fig. 3.

Simulation results for the validity of DVARS p-values for different estimators of ${\mu }_0$. and ${\sigma }_0^2$. The left two panels (A & C) use ${\tilde{\mu }}_0^D$, the two right panels (B & D) use ${\tilde{\mu }}_0^{\text{DVARS}}$; the upper two panels (A & B) use variance based on hIQR with $d=1$, the lower two panels (C & D) use hIQR with $d=3$. P-P plots and histograms of Z scores show that only use of ${\tilde{\mu }}_0^{\text{DVARS}}$ gives reliable inferences, and that the power transformation parameter d seems to have little effect.