Research on the theory of statistical ranking and selection and its application to the local securities market
Professor Lam, Kin (Principal investigator)
HKU Project Code
University Grants Committee - General Award
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'.