An Example of Slow Convergence of the Bootstrap in High Dimensions
- 1 February 2004
- journal article
- Published by Taylor & Francis in The American Statistician
- Vol. 58 (1) , 25-29
- https://doi.org/10.1198/0003130042845
Abstract
This article examines the use of bootstrap hypothesis tests for testing the equality of two multivariate distributions. The test statistic used is the maximum of the univariate two-sample t-statistics. Depending upon the type of bootstrap resampling used, the simulation studies show that the test levels are conservative or anti-conservative when the sample sizes are small and the number of variables is large. For small sample sizes, using the bootstrap resampling that preserves the Type I error can lead to a testing procedure that has lower power, sometimes dramatically lower, than a permutation test.Keywords
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