Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154043 | Statistics & Probability Letters | 2008 | 11 Pages |
Abstract
This paper presents several statistics appearing in multiple comparisons of heteroscedastic multivariate populations. Due to the very slow convergence of these statistics to their limiting distributions, the large sample Bonferroni or DL-based procedures reveal poor coverage probabilities even in the normal case. Thus, the second-order asymptotic expansions with estimated cumulants are applied to improve their coverage probabilities. A large simulation study illustrates the performance of the second-order corrected procedures.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yoshihide Kakizawa,