Male anthias pester the females all day; the aggression/dominance is actually how they prevent females from turning male. The dominant female will also harass the other females. It's a pecking order thing.
In the wild, a single male + harem of females will occupy a large territory. So, the reason they sometimes kill one another in an aquarium is lack of space to escape.
One strategy I've employed that seems to work with the more aggressive anthias spp. (Lyretails, Bimacs, etc.) is housing them with an aggressive tang (e.g. Powder Blue). They become so fixated on the boss fish that it limits aggression between one another. Same strategy works with chromis damsels... A "predator fish" causes them to shoal and limits the bickering between them.