Cauchy Combination Test: A Powerful Test With Analytic p-Value Calculation Under Arbitrary Dependency Structures

Abstract-Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher's combination test. In modern large-scale data analysis, correlation and sparsity are common features and efficient computation is a necessary...

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Bibliographic Details
Published in:Journal of the American Statistical Association 2020-01, Vol.115 (529), p.393-402
Main Authors: Liu, Yaowu, Xie, Jun
Format: Article
Language:English
Subjects:
Arbitrariness
Cauchy distribution
Computation
Computer simulation
Correlation analysis
Correlation matrix
Data analysis
Dependence
Dependency
Dependency grammar
Distribution
Genomics
Global hypothesis testing
High-dimensional data
Mathematical analysis
Nonasymptotic approximation
Power
Regression analysis
Sparse alternative
Sparsity
Statistical methods
Statistical tests
Statistics
Theory and Methods
Transformation
Values
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