Robustness for free: asymptotic size and power of max-tests in high dimensions

Fuente: arXiv
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Auteurs principaux: Kock, Anders Bredahl, Preinerstorfer, David
Format: Preprint
Publié: 2026
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author Kock, Anders Bredahl
Preinerstorfer, David
author_facet Kock, Anders Bredahl
Preinerstorfer, David
contents Allowing for adversarial contamination and heavy tails, we study testing whether the mean of a high-dimensional random vector equals zero. Because standard max-tests based on sample averages are highly non-robust, we propose a max-test based on quantile-winsorized observations. The test controls asymptotic size under adversarial contamination and only requires $m>2$ moments, while allowing dimension to grow exponentially with sample size. We fully characterize its asymptotic power function. Comparing with the standard max-test, for which we also derive a power characterization as a benchmark, we show that robustness is obtained for free: under the stronger conditions that make the standard max-test valid, our robust test has identical asymptotic power. We also study the role of bootstrap critical values, showing that their use never decreases power, can strictly improve asymptotic power in extremely correlated designs, but often has no first-order asymptotic effect.
format Preprint
id arxiv_https___arxiv_org_abs_2601_14013
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Robustness for free: asymptotic size and power of max-tests in high dimensions
Kock, Anders Bredahl
Preinerstorfer, David
Statistics Theory
Allowing for adversarial contamination and heavy tails, we study testing whether the mean of a high-dimensional random vector equals zero. Because standard max-tests based on sample averages are highly non-robust, we propose a max-test based on quantile-winsorized observations. The test controls asymptotic size under adversarial contamination and only requires $m>2$ moments, while allowing dimension to grow exponentially with sample size. We fully characterize its asymptotic power function. Comparing with the standard max-test, for which we also derive a power characterization as a benchmark, we show that robustness is obtained for free: under the stronger conditions that make the standard max-test valid, our robust test has identical asymptotic power. We also study the role of bootstrap critical values, showing that their use never decreases power, can strictly improve asymptotic power in extremely correlated designs, but often has no first-order asymptotic effect.
title Robustness for free: asymptotic size and power of max-tests in high dimensions
topic Statistics Theory
url https://arxiv.org/abs/2601.14013