An adaptive truncated product method for combining dependent p-values

DOI10.1016/J.ECONLET.2013.02.013MaRDI QIDQ2437198zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

\(p\)-valueadaptivepanel cointegrationtruncated product method

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to economics (62P20)

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Cites work

• A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
• Bootstrapping cointegrating regressions
• Cross-sectional correlation robust tests for panel cointegration
• LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
• Resampling-based multiple testing for microarray data analysis (With comments)
• Tests for genetic differentiation

Cited in

(4)

• Combining dependent \(p\)-values by gamma distributions
• TFisher: a powerful truncation and weighting procedure for combining \(p\)-values
• A modified combined \(p\)-value multiple test
• A combined \(p\)-value test for the mean difference of high-dimensional data

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