Table 2.

Empirical FDR and empirical power, in percentages, for the proposed testing procedure.

Normal distribution	Scenario 1			Scenario 2
Covariance	Struct-1	Struct-2	Struct-3	Struct-1	Struct-2	Struct-3
	Empirical FDR
Xie and Kang	0.0	0.0	0.0	0.0	0.0	0.0
Sparse CCA	92.7	15.2	9.2	91.5	12.3	10.2
Our test	4.1	2.9	4.1	4.0	3.1	4.5
	Empirical power
Xie and Kang	88.5	10.8	37.4	94.7	20.6	49.8
Sparse CCA	27.5	7.3	3.0	26.4	1.1	0.8
Our test	100.0	90.2	95.3	100.0	91.5	95.5
t-distribution	Scenario 1			Scenario 2
Covariance	Struct-1	Struct-2	Struct-3	Struct-1	Struct-2	Struct-3
	Empirical FDR
Xie and Kang	0.0	0.0	0.0	0.0	0.0	0.0
Sparse CCA	91.8	15.8	3.5	89.8	7.5	8.1
Our test	2.6	2.1	2.8	2.7	2.2	2.7
	Empirical power
Xie and Kang	59.9	6.2	23.7	76.8	11.4	32.4
Sparse CCA	29.2	10.6	0.2	25.8	0.5	0.9
Our test	99.8	81.4	88.0	99.8	82.1	88.3

NOTES: It is also compared with the testing method of Xie and Kang (2017) and sparse CCA. The results are based on 100 data replications. The significance level is set at α = 5%. The sample size is n = 150.