Research on the theory of statistical ranking and selection and its application to the local securities market


Grant Data
Project Title
Research on the theory of statistical ranking and selection and its application to the local securities market
Principal Investigator
Professor Lam, Kin   (Principal investigator)
Duration
65
Start Date
1989-05-01
Completion Date
1994-09-30
Amount
270000
Conference Title
Presentation Title
HKU Project Code
HKU 1/89
Grant Type
University Grants Committee - General Award
Funding Year
1989/1990
Status
Completed
Objectives
To answer the open question whether some classical subset selection rules are admissible; to develop new single-stage and two-stage subset selection methods under heteroscedasticity; to review recent developments in the field of statistical ranking and selection using the modern approach of 'multiple comparison with the best'.