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Table 3.

Recovery performance of the uncorrelated CP and the GWB.

Outlier Dataset GWB CP GWB+CP DM RN

% GWB CP
1F
0.0 2F
MF
MF+10yr
1F
0.3 2F
MF
MF+10yr
1F
1.0 2F
MF
MF+10yr
1F
5.0 2F
MF
MF+10yr
1F
10.0 2F
MF
MF+10yr

Notes. The recovery has been performed considering the three datasets studied. See Section 3.2 for details.

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