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Multivariate multiple comparisons with a control in elliptical populations. (English) Zbl 1321.62060

Summary: The approximate upper percentile of Hotelling’s \(T^2\)-type statistic is derived in order to construct simultaneous confidence intervals for comparisons with a control under elliptical populations with unequal sample sizes. Accuracy and conservativeness of Bonferroni approximations are evaluated via a Monte Carlo simulation study.
Finally, we explain the real data analysis using procedures derived in this paper.

MSC:

62H10 Multivariate distribution of statistics
60E05 Probability distributions: general theory
65C05 Monte Carlo methods
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