An adaptive truncated product method for combining dependent p-values
DOI10.1016/J.ECONLET.2013.02.013zbMATH Open1282.62251OpenAlexW3126033978WikidataQ37079165 ScholiaQ37079165MaRDI QIDQ2437198FDOQ2437198
Authors: Xuguang Sheng, Jingyun Yang 
Publication date: 3 March 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2013.02.013
Recommendations
- A systematic comparison of methods for combining \(p\)-values from independent tests
- Admissible ways of merging \(p\)-values under arbitrary dependence
- TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
- An adaptive truncation method for inference in Bayesian nonparametric models
- Choosing between methods of combining $p$-values
- Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence
- Efficient parameter estimation of truncated Boolean product distributions
- A generalized product-limit estimator for truncated data
Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to economics (62P20)
Cites Work
- Resampling-based multiple testing for microarray data analysis (With comments)
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Bootstrapping cointegrating regressions
- Cross-sectional correlation robust tests for panel cointegration
- Tests for genetic differentiation
Cited In (4)
This page was built for publication: An adaptive truncated product method for combining dependent \(p\)-values
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2437198)
