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Table 3

Case 1: estimates of the risk α obtained from the concentration inequalities and Wilks’ formula, for different threshold values s.

s BC CM VD Wilks
β = 0.950.4480.2650.233
β = 0.950.1690.0830.0710.133
β = 0.780.1180.0560.0480.071
β = 0.950.6650.4690.4270.207
β = 0.9990.8770.7600.7280.427

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