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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 |
|---|---|---|---|---|
| 100 | 0.217 | 0.110 | 0.094 | – |
| 100 | ||||
| β = 0.95 | 0.448 | 0.265 | 0.233 | – |
| 156.67 | ||||
| β = 0.95 | 0.169 | 0.083 | 0.071 | 0.133 |
| β = 0.78 | 0.118 | 0.056 | 0.048 | 0.071 |
| 79.67 | ||||
| β = 0.95 | 0.665 | 0.469 | 0.427 | 0.207 |
| β = 0.999 | 0.877 | 0.760 | 0.728 | 0.427 |
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