Please use this identifier to cite or link to this item: http://repositorio.ufla.br/jspui/handle/1/56389
Title: Proposta de testes de esfericidade robustos quanto a presença de outliers e a alta dimensionalidade dos dados
Other Titles: Proposal for robust sphericity tests regarding the presence of outliers and the high dimensionality of the data
Authors: Ferreira, Daniel Furtado
Tavares, Marcelo
Vargas, Tiago Moreira
Araújo, Lúcio Borges de
Guimarães, Paulo Henrique Sales
Keywords: Robustez
Matriz de covariância
Simulação Monte Carlo
Bootstrap
Robustness
Covariance matrix
Monte Carlo simulation
Issue Date: 30-Mar-2023
Publisher: Universidade Federal de Lavras
Citation: CAMPOS, L. L. Proposta de testes de esfericidade robustos quanto a presença de outliers e a alta dimensionalidade dos dados. 2023. 115 p. Tese (Doutorado em Estatística e Experimentação Agropecuária)–Universidade Federal de Lavras, Lavras, 2023.
Abstract: For the sphericity hypothesis, the study of ten tests was proposed to verify the robustness regarding the presence of outliers and the high dimensionality of the data. As the likelihood ratio test degenerates when p ≥ n, the test statistic proposed by John (1971) was applied, as it is robust when p ≥ n, and its modifications, in which the covariance matrix was replaced by its robust comedian estimator (JAsR), its bootstrap version (JB) and the modification of the bootstrap version, which replaced the sample covariance matrix by its robust comedian estimator (JBR) . The likelihood ratio test (LRTAs) was also studied, as well as the LRTAs with modified test statistics, following the same criteria as the J statistic: LRTAsR, LRTB and LRTBR. An adaptation of the maximum test statistic proposed by Chen et al. (2020) was also used: TB and TBR. The normal and contaminated normal distributions with 30% contamination were used. It was concluded that the bootstrap versions of the tests performed better, as they were robust in terms of the presence of outliers, and that JB and JBR were also robust in relation to the high dimensionality of the data.
URI: http://repositorio.ufla.br/jspui/handle/1/56389
Appears in Collections:Estatística e Experimentação Agropecuária - Doutorado (Teses)



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.