Stable combination tests

08/17/2021

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by   Xing Ling, et al.

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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.