The Cauchy Combination Test under Arbitrary Dependence Structures

doi:10.1080/00031305.2022.2116109

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	The Cauchy Combination Test under Arbitrary Dependence Structures
	Long, Mingya 1; Li, Zhengbang 2; Zhang, Wei 1; Li, Qizhai 1
	2022-10-08
发表期刊	AMERICAN STATISTICIAN
ISSN	0003-1305
页码	9
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.
关键词	Cauchy combination test Cauchy distribution Copula p-value combination Sparse signals
DOI	10.1080/00031305.2022.2116109
收录类别	SCI
语种	英语
资助项目	Beijing Natural Science Foundation[Z180006]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000866053200001
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60860
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.