Robust Selection Procedures Based on Vector Ranks
Abstract
We have studied mathematical properties of the vector rank procedure when applied to selecting the largest location parameter in randomized block models. Even if the data is not quantitative but ordinal, or is not from a location model but from a stochastically ordered family of distributions, the vector rank procedure is applicable. An important competing selection procedure is based on the robust estimate of location parameters (Sen and Puri (1972)). The selection procedure based on robust location estimates does not have the LFC difficulty that the vector rank procedure suffers from, and its relative efficiency compared to the means procedure is that of the Mann-Whitney-Wilcoxon test versus the t-test. A serious disadvantage, however, is that the robust location estimate method is not applicable if the data is ordinal or from a nonlocation family: for example, see Lee and Dudewicz (1980) where the data is incomplete rank order scores or Lee (1980) where the distributional origin of the data is not known.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 01, 1981
- Accession Number
- ADA099398
Entities
People
- Edward J. Dudewicz
- Young Jack Lee
Organizations
- Ohio State University