Stable Combination Tests
نویسندگان
چکیده
This paper proposes a stable combination test, which is natural extension of Cauchy tests by Liu and Xie (2020). Similarly to the our test simple compute, enjoys good sizes, has asymptotically optimal powers even when individual are not independent. finding supported both in theory finite samples.
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2022
ISSN: ['1017-0405', '1996-8507']
DOI: https://doi.org/10.5705/ss.202021.0318