The Annals of Statistics

A Class of Schur Procedures and Minimax Theory for Subset Selection

Jan F. Bjornstad

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Abstract

The problem of selecting a random subset of good populations out of $k$ populations is considered. The populations $\Pi_1, \cdots, \Pi_k$ are characterized by the location parameters $\theta_1, \cdots, \theta_k$ and $\Pi_i$ is said to be a good population if $\theta_i > \max_{1 \leq j\leq k}\theta_j - \Delta$, and a bad population if $\theta_i \leq \max_{1 \leq j \leq k} \theta_j - \Delta$, where $\Delta$ is a specified positive constant. A theory for a special class of procedures, called Schur procedures, is developed, and applied to certain minimax problems. Subject to controlling the minimum expected number of good populations selected or the probability that the best population is in the selected subset, procedures are derived which minimize the expected number of bad populations selected or some similar criterion. For normal populations it is known that the classical "maximum-type" procedures has certain minimax properties. In this paper, two other procedures are shown to have several minimax properties. One is the "average-type" procedure. The other procedure has not previously been considered as a serious contender.

Article information

Source
Ann. Statist., Volume 9, Number 4 (1981), 777-791.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345518

Digital Object Identifier
doi:10.1214/aos/1176345518

Mathematical Reviews number (MathSciNet)
MR619281

Zentralblatt MATH identifier
0475.62016

JSTOR
links.jstor.org

Subjects
Primary: 62F07: Ranking and selection
Secondary: 62C99: None of the above, but in this section 26A51: Convexity, generalizations

Keywords
Subset selection location model Schur-concave functions minimax procedures

Citation

Bjornstad, Jan F. A Class of Schur Procedures and Minimax Theory for Subset Selection. Ann. Statist. 9 (1981), no. 4, 777--791. doi:10.1214/aos/1176345518. https://projecteuclid.org/euclid.aos/1176345518


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