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A permutation evaluation of the robustness of a high-dimensional test
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2018 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

The present thesis is a study of the robustness and performance of a test applicable in the high-dimensional context (𝑝>𝑛) whose components are unbiased statistics (U-statistics). This test (the U-test) has been shown to perform well under a variety of circumstances and can be adapted to any general linear hypothesis. However, the robustness of the test is largely unexplored. Here, a simulation study is performed, focusing particularly on violations of the assumptions the test is based on. For extended evaluation, the performance of the U-test is compared to its permutation counterpart. The simulations show that the U-test is robust, performing poorly only when the permutation test does so as well. It is also discussed that the U-test does not inevitably rest on the assumptions originally imposed on it.

Place, publisher, year, edition, pages
2018. , p. 19
Keywords [en]
(𝑛, 𝑝)-asymptotics, permutation test, U-statistics
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-352914OAI: oai:DiVA.org:uu-352914DiVA, id: diva2:1215477
Subject / course
Statistics
Educational program
Master Programme in Statistics
Supervisors
Available from: 2018-06-19 Created: 2018-06-08 Last updated: 2018-06-19Bibliographically approved

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf