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Combining dependent P-values

Author

Listed:
  • Kost, James T.
  • McDermott, Michael P.

Abstract

We derive an approximation to the null distribution of Fisher's statistic for combining p-values when the underlying test statistics are jointly distributed as multivariate t with common denominator. Applications to testing problems involving order-restricted parameters are briefly discussed.

Suggested Citation

  • Kost, James T. & McDermott, Michael P., 2002. "Combining dependent P-values," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 183-190, November.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:2:p:183-190
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    Citations

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    Cited by:

    1. Follmann, Dean & Proschan, Michael, 2012. "A test of location for exchangeable multivariate normal data with unknown correlation," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 115-125, February.
    2. Sang Cheol Kim & Seul Ji Lee & Won Jun Lee & Young Na Yum & Joo Hwan Kim & Soojung Sohn & Jeong Hill Park & Jeongmi Lee & Johan Lim & Sung Won Kwon, 2013. "Stouffer’s Test in a Large Scale Simultaneous Hypothesis Testing," PLOS ONE, Public Library of Science, vol. 8(5), pages 1-11, May.
    3. Oliver M. Crook & Colin T. R. Davies & Lisa M. Breckels & Josie A. Christopher & Laurent Gatto & Paul D. W. Kirk & Kathryn S. Lilley, 2022. "Inferring differential subcellular localisation in comparative spatial proteomics using BANDLE," Nature Communications, Nature, vol. 13(1), pages 1-21, December.
    4. Chien Li-Chu, 2020. "Combining dependent p-values by gamma distributions," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 19(4-6), pages 1-12, December.
    5. Peter M. Aronow, 2012. "A General Method for Detecting Interference Between Units in Randomized Experiments," Sociological Methods & Research, , vol. 41(1), pages 3-16, February.
    6. Arie Shaus & Yana Gerber & Shira Faigenbaum-Golovin & Barak Sober & Eli Piasetzky & Israel Finkelstein, 2020. "Forensic document examination and algorithmic handwriting analysis of Judahite biblical period inscriptions reveal significant literacy level," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-15, September.
    7. Xiaqiong Wang & Yalu Wen, 2020. "A Systematic Comparison of Methods Designed for Association Analysis with Multi-Omics Data," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 10(2), pages 30-40, August.
    8. Holm, Hakan J. & Samahita, Margaret, 2018. "Curating social image: Experimental evidence on the value of actions and selfies," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 83-104.
    9. Clara Bicalho & Adam Bouyamourn & Thad Dunning, 2022. "Conditional Balance Tests: Increasing Sensitivity and Specificity With Prognostic Covariates," Papers 2205.10478, arXiv.org.

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