Table 3.
k = 10 | k = 100 | |||||
---|---|---|---|---|---|---|
L = 100 | L = 200 | L = 500 | L = 100 | L = 200 | L = 500 | |
Mean ρ | 0.4634 | 0.4655 | 0.4667 | 0.4655 | 0.4635 | 0.4667 |
α = 0.05 | ||||||
RTP | 0.0538 | 0.0541 | 0.0498 | 0.0509 | 0.0499 | 0.0502 |
RTP (decorr) | 0.0528 | 0.0515 | 0.0503 | 0.0497 | 0.0504 | 0.0494 |
ART (decorr) | 0.0514 | 0.0514 | 0.0501 | 0.0505 | 0.0503 | 0.0498 |
ART-A | 0.0538 | 0.0552 | 0.0497 | 0.0509 | 0.0497 | 0.0502 |
ART-A (decorr) | 0.0510 | 0.0543 | 0.0498 | 0.0511 | 0.0492 | 0.0505 |
Simes | 0.0510 | 0.0506 | 0.0504 | 0.0514 | 0.0500 | 0.0502 |
α = 0.01 | ||||||
RTP | 0.0103 | 0.0096 | 0.0107 | 0.0096 | 0.0102 | 0.0101 |
RTP (decorr) | 0.0092 | 0.0101 | 0.0098 | 0.0100 | 0.0103 | 0.0098 |
mRTP (decorr) | 0.0096 | 0.0100 | 0.0096 | 0.0101 | 0.0101 | 0.0101 |
ART | 0.0104 | 0.0098 | 0.0103 | 0.0098 | 0.0094 | 0.0099 |
ART-A (decorr) | 0.0100 | 0.0099 | 0.0098 | 0.0105 | 0.0101 | 0.0103 |
Simes | 0.0099 | 0.0103 | 0.0101 | 0.0100 | 0.0101 | 0.0095 |
α = 0.005 | ||||||
RTP | 0.0052 | 0.0047 | 0.0052 | 0.0052 | 0.0052 | 0.0050 |
RTP (decorr) | 0.0046 | 0.0048 | 0.0050 | 0.0050 | 0.0045 | 0.0050 |
mRTP (decorr) | 0.0048 | 0.0050 | 0.0049 | 0.0050 | 0.0047 | 0.0051 |
ART | 0.0051 | 0.0045 | 0.0050 | 0.0053 | 0.0050 | 0.0051 |
ART-A (decorr) | 0.0050 | 0.0047 | 0.0046 | 0.0049 | 0.0052 | 0.0054 |
Simes | 0.0048 | 0.0050 | 0.0048 | 0.0047 | 0.0048 | 0.0045 |