KMS Of Academy of mathematics and systems sciences, CAS
| The Cauchy Combination Test under Arbitrary Dependence Structures | |
| Long, Mingya1; Li, Zhengbang2; Zhang, Wei1; Li, Qizhai1 | |
| 2022-10-08 | |
| Source Publication | AMERICAN STATISTICIAN
 |
| ISSN | 0003-1305 |
| Pages | 9 |
| Abstract | 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. |
| Keyword | Cauchy combination test Cauchy distribution Copula p-value combination Sparse signals |
| DOI | 10.1080/00031305.2022.2116109 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | Beijing Natural Science Foundation[Z180006] |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000866053200001 |
| Publisher | TAYLOR & FRANCIS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/60860 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Li, Qizhai |
| Affiliation | 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 |
| Recommended Citation 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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