Table 6

Number of rejections of null of equal or greater loss than RV-5 min using γ¯P:MSE (Patton’s statistic with MSE loss) with confidence level of 0.1, and FDP of 0.1

Bandwidth52060120300600900Opt
RV1100000
TSRV11458001
MSRV11257001
RK11113003
PARV111413401
QMLE1010000
Bandwidth52060120300600900Opt
RV1100000
TSRV11458001
MSRV11257001
RK11113003
PARV111413401
QMLE1010000
Table 6

Number of rejections of null of equal or greater loss than RV-5 min using γ¯P:MSE (Patton’s statistic with MSE loss) with confidence level of 0.1, and FDP of 0.1

Bandwidth52060120300600900Opt
RV1100000
TSRV11458001
MSRV11257001
RK11113003
PARV111413401
QMLE1010000
Bandwidth52060120300600900Opt
RV1100000
TSRV11458001
MSRV11257001
RK11113003
PARV111413401
QMLE1010000
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