• Corpus ID: 211818322

Accurate $p$-Value Calculation for Generalized Fisher's Combination Tests Under Dependence

  title={Accurate \$p\$-Value Calculation for Generalized Fisher's Combination Tests Under Dependence},
  author={Hong Zhang and Zheyang Wu},
  journal={arXiv: Methodology},
Combining dependent tests of significance has broad applications but the $p$-value calculation is challenging. Current moment-matching methods (e.g., Brown's approximation) for Fisher's combination test tend to significantly inflate the type I error rate at the level less than 0.05. It could lead to significant false discoveries in big data analyses. This paper provides several more accurate and computationally efficient $p$-value calculation methods for a general family of Fisher type… 
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