Table 7.
L = k = 4 | L = k = 6 | L = k = 10 | L = 100, k = 10 | L = k = 100 | |
---|---|---|---|---|---|
Mean | ρ| | 0.39 | 0.43 | 0.45 | 0.47 | 0.47 |
RTP | 0.13 | 0.12 | 0.11 | 0.17 | 0.12 |
RTP (decorr) | 0.41 | 0.47 | 0.57 | 0.98 | > 0.99 |
ART (decorr) | 0.41 | 0.47 | 0.57 | 0.99 | > 0.99 |
aRTP | 0.17 | 0.16 | 0.16 | 0.20 | 0.18 |
ART-A (decorr) | 0.38 | 0.44 | 0.52 | 0.94 | 0.98 |
Simes | 0.35 | 0.38 | 0.41 | 0.63 | 0.64 |