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math.ST2020★ 2 cited
Trade-off between validity and efficiency of merging p-values under arbitrary dependence
Yuyu Chen, Peng Liu, Ken Seng Tan +1
Various methods of combining individual p-values into one p-value are widely used in many areas of statistical applications. We say that a combining method is valid for arbitrary d…
q-fin.RM2020
Ordering and Inequalities for Mixtures on Risk Aggregation
Yuyu Chen, Peng Liu, Yang Liu +1
Aggregation sets, which represent model uncertainty due to unknown dependence, are an important object in the study of robust risk aggregation. In this paper, we investigate orderi…