An adaptive truncated product method for combining dependentp-values.
We propose an adaptive truncated product method that facilitates the selection of the truncation point among a set of candidates. To efficiently estimate the distribution of the proposed method when thep-values are correlated, we develop a single-layer bootstrap procedure.
Department of Economics, American University, United States.
Xuguang
X
Sheng
Jingyun
J
Yang
Adaptive; Panel cointegration; Truncated product method; p-value