Combining p-values using order-based methods

Statistical practice often requires combining evidence from independent sources. A popular approach is to combine p-values. Motivated by the observation that p-values under the alternative are stochastically smaller than p-values under the null, we develop new combination rules that explicitly account for this ordering. The new combination rules are broadly applicable, optimal against some alternatives, and highly efficient against optimal procedures.

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Year of publication:	2011
Authors:	Davidov, Ori
Published in:	Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 55.2011, 7, p. 2433-2444
Publisher:	Elsevier
Keywords:	Combining functions Optimality p-values Restricted inference Stochastic order relations Testing uniformity

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008914431