Multivariate multiple comparisons with a control in elliptical populations

Naoya Okamoto; Takashi Seo

Discussiones Mathematicae Probability and Statistics (2013)

  • Volume: 33, Issue: 1-2, page 191-205
  • ISSN: 1509-9423

Abstract

top
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.

How to cite

top

Naoya Okamoto, and Takashi Seo. "Multivariate multiple comparisons with a control in elliptical populations." Discussiones Mathematicae Probability and Statistics 33.1-2 (2013): 191-205. <http://eudml.org/doc/270918>.

@article{NaoyaOkamoto2013,
abstract = {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.},
author = {Naoya Okamoto, Takashi Seo},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {comparisons with a control; Bonferroni approximation and Monte Carlo simulation; Bonferroni approximation; Monte Carlo simulation},
language = {eng},
number = {1-2},
pages = {191-205},
title = {Multivariate multiple comparisons with a control in elliptical populations},
url = {http://eudml.org/doc/270918},
volume = {33},
year = {2013},
}

TY - JOUR
AU - Naoya Okamoto
AU - Takashi Seo
TI - Multivariate multiple comparisons with a control in elliptical populations
JO - Discussiones Mathematicae Probability and Statistics
PY - 2013
VL - 33
IS - 1-2
SP - 191
EP - 205
AB - 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.
LA - eng
KW - comparisons with a control; Bonferroni approximation and Monte Carlo simulation; Bonferroni approximation; Monte Carlo simulation
UR - http://eudml.org/doc/270918
ER -

References

top
  1. [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. Zbl06043714
  2. [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 . Zbl0879.62011
  3. [3] R.J. Muirhead, Aspects of Multivariate Statistical Theory (New York, Wiley, 1982). doi: 10.1002/9780470316559. Zbl0214.46506
  4. [4] N. Okamoto, A modified second order Bonferroni approximation in elliptical populations with unequal sample sizes, SUT Journal of Mathematics 41 (2005) 205-225. Zbl1092.62071
  5. [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. Zbl1261.62070
  6. [6] T. Seo, The effects of nonnormality on the upper percentiles of T ² m a x statistic in elliptical distributions, Journal of the Japan Statistical Society 32 (2002) 57-76. Zbl1044.62056
  7. [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. Zbl0857.62054

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.