In this paper properties of some ranking and selection procedures based on robust -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.
The problem of selecting a subset of polulations containing the population with the largest location parameter is considered. As a generalization of selection rules based on sample means and on sample medians, a rule based on -estimates of location is proposed. This rule is strongly monotone and minimax, the risk being the expected subset size, provided the underlying density has monotone likelihood ratio. The problem of fulfilling the -condition is solved explicitly only asymptotically, under...
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