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A Heavily Right Strategy for Statistical Inference with Dependent Studies in Arbitrary Dimensions

Liu, Tianle et al.
arXiv (All) · Papers
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methodologystatistics-theory
We leverage recent advances in heavy-tail approximations for global hypothesis testing with dependent studies to construct approximate confidence regions without modeling or estimating their dependence structures. A non-rejection region is a confidence region but it may not be convex. Convexity is a
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