“…For the problems related to microarray data analysis, where the purpose is to …nd not necessarily the best components but several components with high yields if they exist, the current methodology can perhaps be extended with loss functions de…ned appropriately. Such problems in the context of the selection problems, when comparing with a control, have been considered by several authors; see, for example, Tong (1969), Gupta and Hsiao (1983), Huang, Panchapakesan and Tseng (1984), and Gupta and Li (2005).…”