Select sets: rank and file

DOI10.1214/105051606000000691MaRDI QIDQ2467122zbMATH OpenOpenAlexFDO

Authors Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn

Publication date 18 January 2008

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0703032

zbMATH Keywords

asymptoticsnonparametricssequential observations

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistical ranking and selection procedures (62F07) Nonparametric inference (62G99) Strong limit theorems (60F15) Sequential statistical methods (62L99)

Abstract: In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision rule creates a set of items that are selected. We consider situations where the available information is the rank of a present observation relative to its predecessors. Certain ``natural selection rules are investigated. Theoretical results are presented pertaining to the evolution of the number of items selected, measures of their quality and the time it would take to amass a group of a given size.

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Cites work

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• Extremes and related properties of random sequences and processes
• On Multiple Choice Secretary Problems
• Sequential selection with a better-than-average rule

Cited in

(15)

• Selections from ordered sets
• Extreme(ly) mean(ingful): sequential formation of a quality group
• Beat the Mean: Sequential Selection by Better Than Average Rules
• Threshold rules for online sample selection
• The hiring problem with rank-based strategies
• A nonparametric predictive approach to sequential acceptance problems
• Moments of select sets
• Analysis of the ``hiring above the median selection strategy for the hiring problem
• ANALYTIC METHODS FOR SELECT SETS
• Threshold rules for online sample selection
• Invidious comparisons: ranking and selection as compound decisions
• A unified approach for solving sequential selection problems
• The secretary problem of minimizing the expected rank: a simple suboptimal approach with generalizations
• Analysis of the strategy ``hiring above the \(m\)-th best candidate
• Strategic sample selection

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