Various selection problems based on sample means have been considered by Bechhofer (Ann. Math. Statist. (1954), 16-39). Parallel selection procedures based on one-sample Hodges-Lehmann estimators (Ann. Math. Statist. (1963), 598-611) are proposed in this paper. These procedures possess more desirable finite sample properties and equivalent asymptotic properties as compared to rival procedures considered by Lehmann (Math. Ann. (1963), 268-275) and Puri and Puri (Ann. Math. Statist. (1969), 619-632).
"Nonparametric Selection Procedures for Symmetric Location Parameter Populations." Ann. Statist. 1 (4) 773 - 779, July, 1973. https://doi.org/10.1214/aos/1176342474