Fig. 4. Simulation results of the case of exponentially decaying 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.
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