Multivariate multiple comparisons with a control in elliptical populations
Naoya Okamoto ; Takashi Seo
Discussiones Mathematicae Probability and Statistics, Tome 33 (2013), p. 191-205 / Harvested from The Polish Digital Mathematics Library

The approximate upper percentile of Hotelling's T²-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.

Publié le : 2013-01-01
EUDML-ID : urn:eudml:doc:270918
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1152,
     author = {Naoya Okamoto and Takashi Seo},
     title = {Multivariate multiple comparisons with a control in elliptical populations},
     journal = {Discussiones Mathematicae Probability and Statistics},
     volume = {33},
     year = {2013},
     pages = {191-205},
     zbl = {1321.62060},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1152}
}
Naoya Okamoto; Takashi Seo. Multivariate multiple comparisons with a control in elliptical populations. Discussiones Mathematicae Probability and Statistics, Tome 33 (2013) pp. 191-205. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1152/

[000] [1] F. Bretz, M. Posch, E. Glimm, F. Klinglmueller, W. Maurer and K. Rohmeyer, Graphical approaches for multiple comparison procedures using weighted Bonferroni, Simes, or parametric tests, Biometrical Journal 53 (2011) No. 6, 894-913. doi: 10.1002/bimj.201000239. | Zbl 06043714

[001] [2] T. Iwashita, Asymptotic null and nonnull distribution of Hotelling's T²-statistic under the elliptical distribution, Journal of Statistical Planning and Inference 61 (1997) 85-104. doi: 10.1016/S0378-3758(96)00153-X . | Zbl 0879.62011

[002] [3] R.J. Muirhead, Aspects of Multivariate Statistical Theory (New York, Wiley, 1982). doi: 10.1002/9780470316559. | Zbl 0214.46506

[003] [4] N. Okamoto, A modified second order Bonferroni approximation in elliptical populations with unequal sample sizes, SUT Journal of Mathematics 41 (2005) 205-225. | Zbl 1092.62071

[004] [5] N. Okamoto and T. Seo, Pairwise multiple comparisons of mean vectors under elliptical populations with unequal sample sizes, Journal of the Japanese Society of Computational Statistics 17 (2004) 49-66. | Zbl 1261.62070

[005] [6] T. Seo, The effects of nonnormality on the upper percentiles of T²max statistic in elliptical distributions, Journal of the Japan Statistical Society 32 (2002) 57-76. | Zbl 1044.62056

[006] [7] T. Seo and M. Toyama, On the estimation of kurtosis parameter in elliptical distributions, Journal of the Japan Statistical Society 26 (1996) 59-68. doi: 10.14490/jjss1995.26.59. | Zbl 0857.62054