An asymptotic distribution-free selection procedure for a two-way layout problem

Abstract

This paper deals with an asymptotic distribution-free subset selection procedure for a two-way layout problem. The treatment effect with the largest unknown value is of interest to us. The block effect is a nuisance parameter in this problem. The proposed procedure is based on the Hodges-Lehmann estimators of location parameters. The asymptotic relative efficiency of the proposed procedure with the normal means procedure is evaluated. It is shown that the proposed procedure has a high efficiency.

Keywords:

• asymptotic distribution-free procedure
• subset selection
• two-way layout
• treatment effect
• nuisance parameter
• asymptotic relative efficiency