Related papers: Heavy-tailed distribution for combining dependent …

Handling multiplicity without losing much power has been a persistent challenge in various fields that often face the necessity of managing numerous statistical tests simultaneously. Recently, $p$-value combination methods based on…

Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher's combination test. In modern large-scale data analysis, correlation and sparsity are common…

Combining dependent p-values poses a long-standing challenge in statistical inference, particularly when aggregating findings from multiple methods to enhance signal detection. Recently, p-value combination tests based on regularly…

It is often of interest to test a global null hypothesis using multiple, possibly dependent $p$-values by combining their strengths while controlling the type-I error. Recently, several heavy-tailed combination tests, such as the harmonic…

Heavy-tailed combination tests, such as the Cauchy combination test and harmonic mean p-value method, are widely used for testing global null hypotheses by aggregating dependent p-values. However, their theoretical guarantees under general…

A novel class of methods for combining $p$-values to perform aggregate hypothesis tests has emerged that exploit the properties of heavy-tailed Stable distributions. These methods offer important practical advantages including robustness to…

This paper develops a novel methodology for testing the goodness-of-fit of sparse parametric regression models based on projected empirical processes and p-value combination, where the covariate dimension may substantially exceed the sample…

We leverage recent advances in heavy-tail approximations for global hypothesis testing with dependent studies to construct approximate confidence regions without modeling or estimating their dependence structures. A non-rejection region is…

Combining p-values to integrate multiple effects is of long-standing interest in social science and biomedical research. In this paper, we focus on revisiting a classical scenario closely related to meta-analysis, which combines a…

We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random variable in (usual) stochastic order. We show that many…

Testing high-dimensional quantile regression coefficients is crucial, as tail quantiles often reveal more than the mean in many practical applications. Nevertheless, the sparsity pattern of the alternative hypothesis is typically unknown in…

Given an arbitrary continuous probability density function, it is introduced a conjugated probability density, which is defined through the Shannon information associated with its cumulative distribution function. These new densities are…

We study global inference for regression coefficients in high-dimensional linear models under potentially heavy-tailed errors. While sum-type tests are powerful for dense alternatives and max-type tests excel for sparse alternatives,…

We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that facilitate practical implementation. Specifically, we…

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…

In the field of multiple hypothesis testing, combining p-values represents a fundamental statistical method. The Cauchy combination test (CCT) (Liu and Xie, 2020) excels among numerous methods for combining p-values with powerful and…

Linear regression with the classical normality assumption for the error distribution may lead to an undesirable posterior inference of regression coefficients due to the potential outliers. This paper considers the finite mixture of two…

Cauchy combination test has been widely used for combining correlated p-values, but it may fail to work under certain scenarios. We propose a truncated Cauchy combination test (TCCT) which focus on combining p-values with arbitrary…

This paper develops robust inference methods for predictive regressions that address key challenges posed by endogenously persistent or heavy-tailed regressors, as well as persistent volatility in errors. Building on the Cauchy estimation…

The q-Gaussians are a class of stable distributions which are present in many scientific fields, and that behave as heavy tailed distributions for an especific range of q values. The identification of these values, which are used in the…