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Generalized mean p-values for combining dependent tests: Comparison of generalized central limit theorem and robust risk analysis

Abstract:

The test statistics underpinning several methods for combining p-values are special cases of generalized mean p-value (GMP), including the minimum (Bonferroni procedure), harmonic mean and geometric mean. A key assumption influencing the practical performance of such methods concerns the dependence between p-values. Approaches that do not require specific knowledge of the dependence structure are practically convenient. Vovk and Wang derived significance thresholds for GMPs under the worst-ca...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.12688/wellcomeopenres.15761.1

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Institution:
University of Oxford
Division:
ContEd
Department:
Continuing Education
Oxford college:
St Cross College
Role:
Author
ORCID:
0000-0002-0940-3311
Publisher:
F1000Research Publisher's website
Journal:
Wellcome Open Research Journal website
Volume:
5
Article number:
55
Publication date:
2020-03-31
Acceptance date:
2020-03-31
DOI:
EISSN:
2398-502X
Language:
English
Keywords:
Pubs id:
1099465
Local pid:
pubs:1099465
Deposit date:
2021-01-19

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