A Note on Optimal Subset Selection Procedures
Gupta, Shanti S. ; Huang, Deng-Yuan
Ann. Statist., Tome 8 (1980) no. 1, p. 1164-1167 / Harvested from Project Euclid
A result for constructing an "optimal" selection rule for selecting a subset of $k(\geqslant 2)$ populations is given. Attention is restricted to the class of rules for which the infimum of the probability of a correct selection, over a subset of the parameter space, is guaranteed to be a specified number. In this class a rule is derived which minimizes the supremum of the expected size of the selected subset.
Publié le : 1980-09-14
Classification:  Subset selection,  restricted minimax,  62F07,  62G30
@article{1176345154,
     author = {Gupta, Shanti S. and Huang, Deng-Yuan},
     title = {A Note on Optimal Subset Selection Procedures},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 1164-1167},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345154}
}
Gupta, Shanti S.; Huang, Deng-Yuan. A Note on Optimal Subset Selection Procedures. Ann. Statist., Tome 8 (1980) no. 1, pp.  1164-1167. http://gdmltest.u-ga.fr/item/1176345154/