Accurate and Efficient P-value Calculation Via Gaussian Approximation: A Novel Monte-Carlo Method
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Publication:5229920
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Cites work
- scientific article; zbMATH DE number 2078189 (Why is no real title available?)
- scientific article; zbMATH DE number 3074510 (Why is no real title available?)
- Analytical p-value calculation for the higher criticism test in finite-d problems
- Comparison and anti-concentration bounds for maxima of Gaussian random vectors
- Detection boundary and higher criticism approach for rare and weak genetic effects
- Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
- Goodness-of-fit test statistics that dominate the Kolmogorov statistics
- Higher criticism for detecting sparse heterogeneous mixtures.
- Higher criticism for large-scale inference, especially for rare and weak effects
- Higher criticism: \(p\)-values and criticism
- On the exact Berk-Jones statistics and their \(p\)-value calculation
- Rejoinder
- The Calculation of Distributions of Two-Sided Kolmogorov-Smirnov Type Statistics
- Two-Sample Test of High Dimensional Means Under Dependence
Cited in
(14)- Fast and accurate approximation to significance tests in genome-wide association studies
- A global test of hybrid ancestry from genome-scale data
- The discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matrices
- Data-guided Treatment Recommendation with Feature Scores
- Maximum-type tests for high-dimensional regression coefficients using Wilcoxon scores
- Efficient \(p\)-value evaluation for resampling-based tests
- Approximating the distribution of minimal dependent \(p\)-values
- Approximating probabilities of correlated events
- Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling
- Nearly optimal central limit theorem and bootstrap approximations in high dimensions
- Evaluating the accuracy of small \(p\)-values in genetic association studies using Edgeworth expansions
- 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
- Combining p-values for Multivariate Predictive Ability Testing
- Heavy-Tailed Distribution for Combining Dependent P-Values With Asymptotic Robustness
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