Table 2.

Different correlation matrices used in the simulation study.

Setting 1:	${\mathbf{\Sigma }}_1=({\sigma }_{1,ij})={0.6}^{|i-j|}$	${\mathbf{\Sigma }}_2=({\sigma }_{2,ij})={0.6}^{|i-j|}$
Setting 2:	${\mathbf{\Sigma }}_1=({\sigma }_{1,ij})={0.6}^{|i-j|/(d-1)}$	${\mathbf{\Sigma }}_2=({\sigma }_{2,ij})={0.6}^{|i-j|}$
Setting 3:	${\mathbf{\Sigma }}_1=({\sigma }_{1,ij})=1-|i-j|/d$	${\mathbf{\Sigma }}_2=({\sigma }_{2,ij})={0.6}^{|i-j|/(d-1)}$
Setting 4:	${\mathbf{\Sigma }}_1={\mathit{I}}_d+0.5·({\mathit{J}}_d-{\mathit{I}}_d)$	${\mathbf{\Sigma }}_2={\mathit{I}}_d+0.25·({\mathit{J}}_d-{\mathit{I}}_d)$.