| The proposed Method | The copula mixture method [10] | Benjamini & Heller method [9] | The rank product method [8] | ||||
---|---|---|---|---|---|---|---|---|
 | α=0.1 | α=0.05 | α=0.1 | α=0.05 | α=0.1 | α=0.05 | α=0.1 | α=0.05 |
γ=80% | 0.992(0.0014) | 0.991(0.0016) | 0.948(0.0881) | 0.905(0.1184) | 0.97(0.0027) | 0.96(0.0031) | 0.754(0.0055) | 0.687(0.0045) |
γ=60% | 0.99(0.002) | 0.988(0.0021) | 0.978(0.0071) | 0.956(0.0119) | 0.966(0.0028) | 0.955(0.0033) | 0.878(0.0052) | 0.836(0.0058) |
γ=40% | 0.989(0.0024) | 0.987(0.0024) | 0.975(0.0069) | 0.937(0.0161) | 0.962(0.0046) | 0.951(0.005) | 0.949(0.0045) | 0.931(0.0051) |
γ=20% | 0.985(0.0037) | 0.983(0.004) | 0.176(0.0149) | 0.069(0.0081) | 0.949(0.007) | 0.937(0.0076) | 0.978(0.0046) | 0.972(0.0053) |
γ=10% | 0.984(0.0048) | 0.982(0.0051) | 0.421(0.1033) | 0.228(0.0746) | 0.934(0.0098) | 0.92(0.0108) | 0.985(0.0053) | 0.982(0.0055) |
γ=5% | 0.984(0.0069) | 0.983(0.0075) | 0.773(0.0741) | 0.509(0.0832) | 0.925(0.0191) | 0.909(0.0195) | 0.99(0.0049) | 0.988(0.0057) |
γ=1% | 0.986(0.0176) | 0.984(0.0177) | 0.907(0.0592) | 0.842(0.0882) | 0.866(0.0673) | 0.844(0.0706) | 0.99(0.0163) | 0.99(0.0163) |