The Cauchy Combination Test under Arbitrary Dependence Structures
| العنوان: | The Cauchy Combination Test under Arbitrary Dependence Structures |
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| المؤلفون: | Long, Mingya, Li, Zhengbang, Zhang, Wei, Li, Qizhai |
| المصدر: | The American Statistician. 77:134-142 |
| بيانات النشر: | Informa UK Limited, 2022. |
| سنة النشر: | 2022 |
| مصطلحات موضوعية: | Methodology (stat.ME), FOS: Computer and information sciences, Statistics and Probability, General Mathematics, FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), Statistics, Probability and Uncertainty, Statistics - Methodology |
| الوصف: | Aggregating multiple effects is often encountered in large-scale data analysis where the fraction of significant effects is generally small. Many existing methods cannot handle it effectively because of lack of computational accuracy for small p-values. The Cauchy combination test (abbreviated as CCT) ( J Am Statist Assoc, 2020, 115(529):393-402) is a powerful and computational effective test to aggregate individual $p$-values under arbitrary correlation structures. This work revisits CCT and shows three key contributions including that (i) the tail probability of CCT can be well approximated by a standard Cauchy distribution under much more relaxed conditions placed on individual p-values instead of the original test statistics; (ii) the relaxation conditions are shown to be satisfied for many popular copulas formulating bivariate distributions; (iii) the power of CCT is no less than that of the minimum-type test as the number of tests goes to infinity with some regular conditions. These results further broaden the theories and applications of CCT. The simulation results verify the theoretic results and the performance of CCT is further evaluated with data from a prostate cancer study. 51 pages, 6 figures |
| تدمد: | 1537-2731 0003-1305 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b9fb5cb3068f9ee09f2240bf1d1f43a4 https://doi.org/10.1080/00031305.2022.2116109 |
| حقوق: | OPEN |
| رقم الأكسشن: | edsair.doi.dedup.....b9fb5cb3068f9ee09f2240bf1d1f43a4 |
| قاعدة البيانات: | OpenAIRE |
PDF full text from Publisher | تدمد: | 15372731 00031305 |
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