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Let \\(\\mu_{[1]}\\leq \\mu_{[2]}\\leq...\\leq \\mu_{[k]}\\) be the ordered means of a k-variate normal population and let \\(\\Omega (\\delta^*)=\\{(\\mu,\\Sigma):\\Sigma\\) positive definite and \\(\\mu_{[k]}-\\mu_{[k-1]}\\geq \\delta^*\\}.\\)    The goal is to select the component with mean equal to \\(\\mu_{[k]}\\) in such a way that the probability of correct selection is at least equal to \\(P^*\\) whenever (\\(\\mu,\\Sigma)\\in \\Omega(\\delta^*)\\). Two-stage and sequential procedures having the \\(P^*\\) property are considered. The rates of convergence of the probability of correct selection of the procedures as \\(\\delta^*\\to 0\\) are presented. 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