An adaptive truncated product method for combining dependent p-values

We propose an adaptive truncated product method that facilitates the selection of the truncation point among a set of candidates. To efficiently estimate the distribution of the proposed method when the p-values are correlated, we develop a single-layer bootstrap procedure.

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Year of publication:	2013
Authors:	Sheng, Xuguang ; Yang, Jingyun
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 119.2013, 2, p. 180-182
Publisher:	Elsevier
Subject:	Adaptive \| Panel cointegration \| p-value \| Truncated product method

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Type of publication:	Article
Classification:	C12 - Hypothesis Testing ; C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010664140