| Title:
|
Ranking and selection procedures for location parameter case based on $L$-estimates (English) |
| Author:
|
Hustý, Jaroslav |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
26 |
| Issue:
|
5 |
| Year:
|
1981 |
| Pages:
|
377-388 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| . |
| Category:
|
math |
| . |
| 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. (English) |
| Keyword:
|
least favorable configuration |
| Keyword:
|
asymptotic efficiency |
| Keyword:
|
Bechhofer procedure |
| MSC:
|
62F07 |
| MSC:
|
62G20 |
| idZBL:
|
Zbl 0483.62017 |
| idMR:
|
MR0631755 |
| DOI:
|
10.21136/AM.1981.103926 |
| . |
| Date available:
|
2008-05-20T18:17:37Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103926 |
| . |
| Reference:
|
[1] D. R. Barr M. H. Rizvi: An introduction to ranking and selection procedures.J. Amer. Statist. Assoc. 61 (1966), 640-646. MR 0203888, 10.1080/01621459.1966.10480895 |
| Reference:
|
[2] R. E. Bechhofer: A single-sample multiple decision procedure for ranking means of normal populations with known variances.Ann. Math. Statist. 25 (1954), 16-39. Zbl 0055.13003, MR 0060197, 10.1214/aoms/1177728845 |
| Reference:
|
[3] P. J. Bickel: On some robust estimates of location.Ann. Math. Statist. 36 (1965), 847-858. Zbl 0192.25802, MR 0177484, 10.1214/aoms/1177700058 |
| Reference:
|
[4] R. J. Carrol S. S. Gupta: On the probabilities of rankings of k populations.J. Statist. Comput. Simul. 5 (1977), 145-157. MR 0464477, 10.1080/00949657708810147 |
| Reference:
|
[5] E. L. Crow M. M. Siddiqui: Robust estimation of location.J. Amer. Statist. Assoc. 62 (1967), 353-389. MR 0212953, 10.1080/01621459.1967.10482914 |
| Reference:
|
[6] R. N. Curnow C. W. Dunnet: The numerical evaluation of certain multivariante normal integrals.Ann. Math. Statist. 33 (1962), 571-579. MR 0137234, 10.1214/aoms/1177704581 |
| Reference:
|
[7] J. L. Gastwirth H. Rubin: On robust linear estimators.Ann. Math. Statist. 40 (1969), 24-39. MR 0242329, 10.1214/aoms/1177697801 |
| Reference:
|
[8] J. Jung: On linear estimates defined by a continuous weight function.Ark. Mat. 3 (1955), 199-209. MR 0077035, 10.1007/BF02589406 |
| Reference:
|
[9] E. L. Lehmann: Some concepts of dependence.Ann. Math. Statist. 37 (1966), 1137-1153. Zbl 0146.40601, MR 0202228, 10.1214/aoms/1177699260 |
| Reference:
|
[10] M. L. Puri P. S. Puri: Multiple decision procedures based on ranks for certain problems in analysis of variance.Ann. Math. Statist. 40 (1969), 619-632. MR 0288910, 10.1214/aoms/1177697730 |
| Reference:
|
[11] M. H. Rizvi G. G. Woodworth: On selection procedures based on ranks: counterexamples concerning least favorable configurations.Ann. Math. Statist. 41 (1970), 1942-1951. MR 0282470, 10.1214/aoms/1177696695 |
| Reference:
|
[12] S. M. Stigler: Linear functions of order statistics with smooth weight functions.Ann. Statist. 2 (1974), 676-693. Zbl 0286.62028, MR 0373152, 10.1214/aos/1176342756 |
| . |
