Stable Combination Tests

DOI10.5705/SS.202021.0318MaRDI QIDQ5067441zbMATH OpenOpenAlexFDO

Authors Xing Ling, Yeonwoo Rho

Publication date 1 April 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

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

zbMATH Keywords

multiple hypothesis testingstable distributionadditive combination test

Mathematics Subject Classification ID

Paired and multiple comparisons; multiple testing (62J15)

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.

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Cites work

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

Cited in

(2)

• Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures
• Adaptive combination of tests

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