multivariate critical values, multiple comparisons, simultaneous confidence intervals
This paper gives tabulations of the upper a percentage points of the maximum absolute value of the k-variate normal distribution with common correlation p for values of k as high as 500. The tables are useful for performing multiple comparison procedures in experiments with large numbers of treatments.
Horrace, William C., "Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k" (2010). Economics Faculty Scholarship. Paper 14.
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