文献详情
Multiple permutation test for high-dimensional data: a components-combined algorithm
文献类型：期刊
通讯作者：Zhu, LX (reprint author), Anhui Univ, Sch Math, Hefei 230601, Anhui, Peoples R China.
期刊名称：JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION影响因子和分区
年：2019
卷：89
期：4
页码：686-707
ISSN：0094-9655
关键词：Components-combined algorithm; multiple permutation testing; mean testing; correlation matrices testing; type I error rate
所属部门：统计学院
摘要：Multiple permutation testing is a test method combining the idea of permutation and multiple testing. It first employs the permutation testing to calculate p-values for single tests, and then determines the result based on criteria of multiple testing. To well control type I error rate, the classical method needs a large number of permutation samples for calculating p-values. When the dimension of data, m, is high, the permutation procedure is very time consuming. This paper proposes a component ...More
Multiple permutation testing is a test method combining the idea of permutation and multiple testing. It first employs the permutation testing to calculate p-values for single tests, and then determines the result based on criteria of multiple testing. To well control type I error rate, the classical method needs a large number of permutation samples for calculating p-values. When the dimension of data, m, is high, the permutation procedure is very time consuming. This paper proposes a components-combined algorithm for the type I error rate control. The new algorithm only requires a small and fixed number of permutation samples for any dimension of data and can achieve the same approximation accuracy of p-values as the classical method. Therefore, it reduces the computational amount of multiple permutation testing procedures from to . The algorithm is then applied to several testing problems and the power performance is examined by simulations and comparisons with existing methods. ...Hide

DOI：10.1080/00949655.2019.1571058
百度学术：Multiple permutation test for high-dimensional data: a components-combined algorithm
语言：外文
人气指数：3
浏览次数：3
基金：University Grants Committee of Hong Kong; National Natural Science Foundation of ChinaNational Natural Science Foundation of China [11471335]; MOE Project of Key Research Institute of Humanities and Social Sciences at Universities [16JJD910002]; Anhui UniversityAnhui University [J01006185]
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