Geodesic
Multivariate multiple comparisons with a control in elliptical populations
Discussiones Mathematicae. Probability and Statistics, Tome 33 (2013) no. 1-2, pp. 191-205

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The approximate upper percentile of Hotelling's T²-type statistic is derived in order to construct simultaneous confidence intervals for comparisons with a control under elliptical populations with unequal sample sizes. Accuracy and conservativeness of Bonferroni approximations are evaluated via a Monte Carlo simulation study. Finally, we explain the real data analysis using procedures derived in this paper.
Keywords: comparisons with a control, Bonferroni approximation and Monte Carlo simulation 
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     title = {Multivariate multiple comparisons with a control in elliptical populations},
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Okamoto, Naoya; Seo, Takashi. Multivariate multiple comparisons with a control in elliptical populations. Discussiones Mathematicae. Probability and Statistics, Tome 33 (2013) no. 1-2, pp. 191-205. http://geodesic.mathdoc.fr/item/DMPS_2013_33_1-2_a11/