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arXiv · 2501.01065

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

Tianle Liu·Xiao-Li Meng·Natesh S. Pillai
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Abstract

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 appealing because it ensures any one-dimensional linear projection of the region is a confidence interval, easy to compute and interpret. We show why convexity fails for nearly all heavy-tail combination tests proposed in recent years, including the influential Cauchy combination test. These insights motivate a heavily right strategy: truncating the left half of the Cauchy distribution to obtain the Half-Cauchy combination test. The harmonic mean test also corresponds to a heavily right distribution with a Cauchy-like tail, namely a Pareto distribution with unit power. We prove that both approaches guarantee convexity when individual studies are summarized by Hotelling $T^2$ or $χ^{2}$ statistics (regardless of the validity of this summary) and provide efficient, exact algorithms for implementation. Applying these methods, we develop a divide-and-combine strategy for mean estimation in any dimension and construct simultaneous confidence intervals in a network meta-analysis for treatment effect comparisons across multiple clinical trials. We also present many open problems and conclude with epistemic reflections.

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Tianle Liu, Xiao-Li Meng, Natesh S. Pillai. 2026-09-17. A Heavily Right Strategy for Statistical Inference with Dependent Studies in Arbitrary Dimensions. https://arxiv.org/abs/2501.01065

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