A construction method of certain matrices required in the multivariate heteroscedastic method (Q1110220)

For statistical inference about several normal means, the heteroscedastic method was proposed by \textit{E. J. Dudewicz} and \textit{Th. A. Bishop} [Optimizing methods in statistics, Proc. int. Conf., Bombay 1977, 183-204 (1979; Zbl 0472.62065)]. However, the practical application in the multivariate case was not possible because it had not been known how to construct the certain matrices required in the method. In this paper, a construction method of the matrices is given.