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Fractions of misidentifications of D for different sample sizes and different covariance matrix estimators.
| D = {∅} | Maximum likelihood estimate | Regularized estimate |
|---|---|---|
| n1 = n2 = 25 | 0.004 | 0.008 |
| n1 = n2 = 10 | 0.008 | 0.022 |
| n1 = n2 = 5 | 0.022 | 0.012 |
