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The Cauchy Combination Test under Arbitrary Dependence Structures

文献类型：期刊论文

作者Long, Mingya1; Li, Zhengbang2; Zhang, Wei1; Li, Qizhai1
刊名AMERICAN STATISTICIAN
出版日期2022-10-08
页码9
关键词Cauchy combination test Cauchy distribution Copula p-value combination Sparse signals
ISSN号0003-1305
DOI10.1080/00031305.2022.2116109
英文摘要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.
资助项目Beijing Natural Science Foundation[Z180006]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000866053200001
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/60859]  
专题中国科学院数学与系统科学研究院
通讯作者Li, Qizhai
作者单位1.Chinese Acad Sci, Univ Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
2.Cent China Normal Univ, Wuhan, Peoples R China
推荐引用方式
GB/T 7714		 Long, Mingya,Li, Zhengbang,Zhang, Wei,et al. The Cauchy Combination Test under Arbitrary Dependence Structures[J]. AMERICAN STATISTICIAN,2022:9.
APA Long, Mingya,Li, Zhengbang,Zhang, Wei,&Li, Qizhai.(2022).The Cauchy Combination Test under Arbitrary Dependence Structures.AMERICAN STATISTICIAN,9.
MLA Long, Mingya,et al."The Cauchy Combination Test under Arbitrary Dependence Structures".AMERICAN STATISTICIAN (2022):9.

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来源：数学与系统科学研究院

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