<b>MULTIPLE COMPARISON PROCEDURES </b><b>FOR HIGH-DIMENSIONAL DATA AND THEIR ROBUSTNESS </b><b>UNDER NON-NORMALITY </b>

DOI10.5183/jjscs.1211001_202zbMath1326.62165OpenAlexW2044348654MaRDI QIDQ3455432

Takahiro Nishiyama, Sho Takahashi, Tatjana Pavlenko, Masashi Hyodo

Publication date: 4 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs.1211001_202

zbMATH Keywords

robustnessasymptotic expansionMonte Carlo simulationpowerhigh-dimensional dataBonferroni's inequalitypairwise comparisonDempster trace criterioncomparison with a control

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Robustness and adaptive procedures (parametric inference) (62F35) Paired and multiple comparisons; multiple testing (62J15)

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