Abstract
The nonparametric combination of dependent permutation tests method is a useful general tool when a testing problem can be broken down into a set of different k > 1 partial tests. These partial tests, after adjustment of p-values to control for multiplicity, can be marginally analyzed, but jointly considered they can provide information on an overall hypothesis, which might represent the true goal of the testing problem. On the one hand, independence among the partial tests is usually an unrealistic assumption; on the other, even when the underlying dependence relations are known quite often they are difficult to cope with properly. Therefore this combination must be achieved nonparametrically, by implicitly taking into account the dependence structure of tests without explicitly describing it. An important property of the tests based on nonparametric combination methodology, when the number of response variables is high compared to the sample sizes, consists in the finite sample consistency. A practical problem involves choosing the most suitable combining function for each specific testing problem given that the final result can be affected by this crucial choice. The purpose of this article is to present an nonparametric combination solution based on the iterated combination of partial tests, evaluate its power behavior using a Monte Carlo simulation study and apply it to a real medical problem, namely the evaluation of the effects of chemotherapy on the shape of esophageal tumors. R code has been implemented to carry out the analyses.
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