Accurate and Efficient P-value Calculation Via Gaussian Approximation: A Novel Monte-Carlo Method
DOI10.1080/01621459.2017.1407776zbMATH Open1418.62064OpenAlexW2782675972WikidataQ64922624 ScholiaQ64922624MaRDI QIDQ5229920FDOQ5229920
Authors: Yao-wu Liu, jun Xie 
Publication date: 19 August 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2017.1407776
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Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05)
Cites Work
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- Higher criticism: \(p\)-values and criticism
- Higher criticism for large-scale inference, especially for rare and weak effects
- Two-Sample Test of High Dimensional Means Under Dependence
- Detection boundary and higher criticism approach for rare and weak genetic effects
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- The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics
- Analytical p-value calculation for the higher criticism test in finite-d problems
- On the exact Berk-Jones statistics and their \(p\)-value calculation
- Rejoinder
Cited In (14)
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
- Approximating probabilities of correlated events
- Heavy-Tailed Distribution for Combining Dependent P-Values With Asymptotic Robustness
- Approximating the distribution of minimal dependent \(p\)-values
- Combining p-values for Multivariate Predictive Ability Testing
- Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling
- Fast and accurate approximation to significance tests in genome-wide association studies
- Data-guided Treatment Recommendation with Feature Scores
- Robust methods to detect disease-genotype association in genetic association studies: calculate \(p\)-values using exact conditional enumeration instead of simulated permutations or asymptotic approximations
- Evaluating the accuracy of small \(p\)-values in genetic association studies using Edgeworth expansions
- Efficient \(p\)-value evaluation for resampling-based tests
- The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions
- A global test of hybrid ancestry from genome-scale data
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