Title

Multiple testing and simultaneous confidence intervals: Calculation of constants

Keywords

Interactive computing; Monte Carlo; Multiple comparisons; Multiple testing; Multivariate integral; Numerical integration; Simultaneous confidence intervals

Abstract

A methodology has been developed which makes it possible to calculate efficiently, in an interactive mode, the constants required for a large class of multiple hypotheses tests and simultaneous confidence interval estimates. The method is a mixture of Monte Carlo and numerical integration, taking into account the special structure of the (acceptance) regions. An interactive Fortran 90 program, QINTER2, and a batch program QBATCH2 have been written to implement the methodology. Sample results are given. © 1997 Elsevier Science B.V.

Publication Date

7-31-1997

Publication Title

Computational Statistics and Data Analysis

Volume

25

Issue

2

Number of Pages

217-233

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1016/S0167-9473(97)00003-0

Socpus ID

0031180197 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0031180197

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