A preponderance of the work on multivariate simultaneous confidence intervals and tests is contained in two articles: Roy and Bose (1953) and Dunn (1958). The remaining material appears in Roy (1954,1956), Seheffé (1956,1959), Healy (1956), and Anderson (1965). A summary of the work of Roy and Bose is given in Roy (1957).
KeywordsCovariance Matrix Maximum Likelihood Estimator Multivariate Technique Maximum Root Noncentrality Parameter
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