Fig. 2. Simulation results of the case of compound symmetry dependence structure with different correlation coefficients for multivariate normal distribution. In each panels, 5 boxes indicate the proposed method(P), Storey(S), Langaas(L), Tong’s Linear method(T) and Fan (F) from the left. The proportion of signals is 0.05(top), 0.1 (middle) and 0.15 (bottom). Dimension is 100. Blue horizontal lines indicate 0.05, 0.1 and 0.15, respectively.
© 2025 Communications for Statistical Applications and Methods
