Stable Combination Tests

DOI10.5705/SS.202021.0318zbMATH Open1483.62131arXiv2108.07876OpenAlexW3208481587MaRDI QIDQ5067441FDOQ5067441

Authors: Xing Ling, Yeonwoo Rho 

Publication date: 1 April 2022

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: This paper proposes a stable combination test, which is a natural extension of Cauchy combination tests by Liu and Xie (2020). Similarly to the Cauchy combination test, our stable combination test is simple to compute, enjoys good sizes, and has asymptotically optimal powers even when the individual tests are not independent. This finding is supported both in theory and in finite samples.

Full work available at URL: https://arxiv.org/abs/2108.07876

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zbMATH Keywords

multiple hypothesis testingstable distributionadditive combination test

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• An unexpected encounter with Cauchy and Lévy
• \(\alpha\)-stable limit theorems for sums of dependent random vectors
• Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures

Cited In (1)

• Adaptive combination of tests

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