Analytical p-value calculation for the higher criticism test in finite-d problems
有限维 higher criticism 检验的解析 p 值计算
The higher criticism test is effective for testing a joint null hypothesis against a sparse alternative, e.g., for testing the effect of a gene or genetic pathway that consists of d genetic markers. Accurate p-value calculations for the higher criticism test based on the asymptotic distribution require a very large d, which is not the case for the number of genetic variants in a gene or a pathway. In this paper we propose an analytical method for accurately computing the…