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Analytical p-value calculation for the higher criticism test in finite-d problems

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  • Ian J. Barnett
  • Xihong Lin

Abstract

The higher criticism test is effective for testing a joint null hypothesis against a sparse alternative, e.g., for testing the effect of a gene or genetic pathway that consists of d genetic markers. Accurate p-value calculations for the higher criticism test based on the asymptotic distribution require a very large d, which is not the case for the number of genetic variants in a gene or a pathway. In this paper we propose an analytical method for accurately computing the p-value of the higher criticism test for finite-d problems. Unlike previous treatments, this method does not rely on asymptotics in d or on simulation, and is exact for arbitrary d when the test statistics are normally distributed. The method is particularly computationally advantageous when d is not large. We illustrate the proposed method with a case-control genome-wide association study of lung cancer and compare its power with competing methods through simulations.

Suggested Citation

  • Ian J. Barnett & Xihong Lin, 2014. "Analytical p-value calculation for the higher criticism test in finite-d problems," Biometrika, Biometrika Trust, vol. 101(4), pages 964-970.
  • Handle: RePEc:oup:biomet:v:101:y:2014:i:4:p:964-970.
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    File URL: http://hdl.handle.net/10.1093/biomet/asu033
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    Cited by:

    1. Zhao, Sihai Dave & Cai, T. Tony & Li, Hongzhe, 2017. "Optimal detection of weak positive latent dependence between two sequences of multiple tests," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 169-184.
    2. Anders Bredahl Kock & David Preinerstorfer, 2021. "Superconsistency of Tests in High Dimensions," Papers 2106.03700, arXiv.org, revised Jan 2022.
    3. Ian Barnett & Rajarshi Mukherjee & Xihong Lin, 2017. "The Generalized Higher Criticism for Testing SNP-Set Effects in Genetic Association Studies," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 64-76, January.

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