Is it permissible for me to remove my hijab in America for study, in obedience to my parents, even though I believe that not wearing it is a grave sin?

You have done well by following the Sharīʿah regarding the hijab, and there is no obedience to a creature in disobedience to the Creator. So, persevere in it and in all other religious laws. We fear for you from trials, doubts, and desires in America. If you are able to study at a university or school that observes Islamic rulings, such as wearing the hijab and avoiding mixing (of genders), then this is better.