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.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:uu-352914 |
| Date | January 2018 |
| Creators | Eckerdal, Nils |
| Publisher | Uppsala universitet, Statistiska institutionen |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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