Nominal FDR | Method | \(n = 400\) | \(n = 2772\) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
\(p = 225{,}000\) | \(p = 800{,}000\) | \(p = 225{,}000\) | \(p = 800{,}000\) | ||||||||||
\(\kappa = 0\) | \(\kappa = 0.1\) | \(\kappa = 1\) | \(\kappa = 0\) | \(\kappa = 0.1\) | \(\kappa = 1\) | \(\kappa = 0\) | \(\kappa = 0.1\) | \(\kappa = 1\) | \(\kappa = 0\) | \(\kappa = 0.1\) | \(\kappa = 1\) | ||
0.05 | SMA-Approx. | – | 0.02 | 0.02 | – | 0.00 | 0.14 | – | 0.00 | 0.04 | – | 0.00 | 0.00 |
SMA-Exact | 0.02 | 0.02 | 0.02 | 0.02 | 0.00 | 0.14 | 0.12 | 0.00 | 0.04 | 0.12 | 0.00 | 0.00 | |
NP, \(\tau = 0.348\) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
NP, \(\tau = 0.022\) | 0.02 | 0.02 | 0.02 | 0.04 | 0.04 | 0.08 | 0.02 | 0.00 | 0.00 | 0.02 | 0.00 | 0.00 | |
NP, \(\tau\) estimated | 0.02 | 0.00 | 0.02 | 0.02 | 0.02 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
0.1 | SMA-Approx. | – | 0.02 | 0.12 | NA | 0.02 | 0.20 | – | 0.04 | 0.08 | – | 0.06 | 0.00 |
SMA-Exact | 0.06 | 0.02 | 0.12 | 0.04 | 0.02 | 0.20 | 0.24 | 0.04 | 0.08 | 0.18 | 0.06 | 0.00 | |
NP, \(\tau = 0.348\) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
NP, \(\tau = 0.022\) | 0.04 | 0.02 | 0.02 | 0.08 | 0.18 | 0.24 | 0.04 | 0.00 | 0.00 | 0.08 | 0.00 | 0.00 | |
NP, \(\tau\) estimated | 0.02 | 0.02 | 0.04 | 0.02 | 0.08 | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |