Fig. 1

Type I error of the testing procedures under Model 1 with \(\tau =0, \beta =0.8\) and error terms from Gumbel and log-normal distributions. Dashed line indicates level of 0.05.
Type I error of the testing procedures under Model 1 with \(\tau =0, \beta =0.8\) and error terms from Gumbel and log-normal distributions. Dashed line indicates level of 0.05.