Sample size (n1 = n2) | ρ = 0 | ρ = 0.4 | ρ = 0.8 | AR(1), ρ = 0.4 | AR(1), ρ = 0.8 | ||
---|---|---|---|---|---|---|---|
Normal | lambda.min | 25 | 10 | 4 | 2 | 8 | 3 |
lambda.1se | 25 | 10 | 4 | 1 | 8 | 3 | |
T | lambda.min | 25 | 3 | 2 | 7 | 4 | 4 |
lambda.1se | 25 | 3 | 1 | 2 | 4 | 2 | |
Cauchy | lambda.min | 25 | 6 | 12 | 3 | 10 | 11 |
lambda.1se | 25 | 5 | 10 | 3 | 8 | 10 | |
Normal | lambda.min | 50 | 12 | 6 | 1 | 10 | 3 |
lambda.1se | 50 | 11 | 5 | 1 | 8 | 3 | |
T | lambda.min | 50 | 10 | 6 | 4 | 8 | 4 |
lambda.1se | 50 | 10 | 4 | 3 | 8 | 4 | |
Cauchy | lambda.min | 50 | 11 | 9 | 4 | 5 | 8 |
lambda.1se | 50 | 11 | 7 | 3 | 4 | 2 | |
Normal | lambda.min | 100 | 12 | 7 | 6 | 10 | 4 |
lambda.1se | 100 | 12 | 6 | 2 | 11 | 4 | |
T | lambda.min | 100 | 10 | 11 | 5 | 12 | 4 |
lambda.1se | 100 | 10 | 7 | 5 | 8 | 3 | |
Cauchy | lambda.min | 100 | 9 | 10 | 2 | 11 | 12 |
lambda.1se | 100 | 7 | 10 | 0 | 9 | 6 |