Article
Keywords:
least favorable configuration; asymptotic efficiency; Bechhofer procedure
Summary:
In this paper properties of some ranking and selection procedures based on robust $L$-estimates of location parameter are studied. The least favorable configuration of parameters and the asymptotic efficiency relative to procedures based on sample means are found.
References:
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DOI 10.1214/aoms/1177697730 |
MR 0288910
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On selection procedures based on ranks: counterexamples concerning least favorable configurations. Ann. Math. Statist. 41 (1970), 1942-1951.
DOI 10.1214/aoms/1177696695 |
MR 0282470