Inference for high-dimensional split-plot-designs: a unified approach for small to large numbers of factor levels

DOI10.1214/18-EJS1465zbMATH Open1409.62121arXiv1706.02592MaRDI QIDQ1786575FDOQ1786575

Authors: Paavo Sattler, Markus Pauly 

Publication date: 24 September 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries of conventional multivariate data analysis. Such situations occur, e.g., frequently in life sciences whenever it is easier or cheaper to repeatedly generate a large number $d$ of observations per subject than recruiting many, say $N$, subjects. In this paper we discuss inference procedures for such situations in general heteroscedastic split-plot designs with $a$ independent groups of repeated measurements. These will, e.g., be able to answer questions about the occurrence of certain time, group and interactions effects or about particular profiles. The test procedures are based on standardized quadratic forms involving suitably symmetrized U-statistics-type estimators which are robust against an increasing number of dimensions $d$ and/or groups $a$. We then discuss its limit distributions in a general asymptotic framework and additionally propose improved small sample approximations. Finally its small sample performance is investigated in simulations and the applicability is illustrated by a real data analysis.

Full work available at URL: https://arxiv.org/abs/1706.02592

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zbMATH Keywords

high-dimensional datarepeated measuresmultivariate data analysisquadratic formsapproximationssplit-plot designs

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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• Bootstrap tests for simultaneous monotone ordering of effects in a two-way ANOVA
• A comprehensive treatment of quadratic-form-based inference in repeated measures designs under diverse asymptotics

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