Stable combination tests
Xing Ling, Yeonwoo Rho

TL;DR
This paper introduces a stable combination test that extends Cauchy combination tests, offering a simple, reliable, and powerful method for combining multiple tests, effective even with dependent tests, supported by theoretical and empirical evidence.
Contribution
It presents a new stable combination test that generalizes Cauchy tests, maintaining simplicity, good size control, and asymptotic optimality under dependence.
Findings
The stable combination test is computationally simple.
It maintains good size and power properties.
It performs well in finite sample scenarios.
Abstract
This paper proposes a stable combination test, which is a natural extension of Cauchy combination tests by Liu and Xie (2020). Similarly to the Cauchy combination test, our stable combination test is simple to compute, enjoys good sizes, and has asymptotically optimal powers even when the individual tests are not independent. This finding is supported both in theory and in finite samples.
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Taxonomy
Topicsadvanced mathematical theories · Stochastic processes and statistical mechanics · Chaos-based Image/Signal Encryption
