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A decision-theoretic approach to subset selection |
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| Authors: | Jan F Bj?rnstad |
| Institution: | The University of Texas , Austin |
| Abstract: | The multiple decision problem of selecting a random non-empty subset of populations, out of k populations, that are close in some sense to the best population is considered in a decision-theoretic framework. Uniformly optimal procedures for non-negative semi-additive loss are derived. A class of likelihood-ratio type of procedures is shown to be admissible for monotone additive loss. |
| Keywords: | subset selection monotone likelihood ratio family semi-additive loss function additive loss function uniformly optimal permutation-invariant procedures admissible procedures |