The Cauchy Combination Test under Arbitrary Dependence Structures

doi:10.1080/00031305.2022.2116109

	The Cauchy Combination Test under Arbitrary Dependence Structures
	Long, Mingya 1; Li, Zhengbang 2; Zhang, Wei 1; Li, Qizhai 1
刊名	AMERICAN STATISTICIAN
	2022-10-08
页码	9
关键词	Cauchy combination test Cauchy distribution Copula p-value combination Sparse signals
ISSN号	0003-1305
DOI	10.1080/00031305.2022.2116109
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
出版者	TAYLOR & FRANCIS INC
WOS记录号	WOS:000866053200001
内容类型	期刊论文
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.