GFisher: Generalized Fisher's Combination Tests Under Dependence (original) (raw)

Accurate and computationally efficient p-value calculation methods for a general family of Fisher type statistics (GFisher). The GFisher covers Fisher's combination, Good's statistic, Lancaster's statistic, weighted Z-score combination, etc. It allows a flexible weighting scheme, as well as an omnibus procedure that automatically adapts proper weights and degrees of freedom to a given data. The new p-value calculation methods are based on novel ideas of moment-ratio matching and joint-distribution approximation. The technical details can be found in Hong Zhang and Zheyang Wu (2020) <doi:10.48550/arXiv.2003.01286>.

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