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New and efficient link selection schemes for selection relaying systems with transmit beamforming are proposed. More specifically, assuming variable-gain and fixed-gain relaying, two distributed link selection schemes that invoke a distributed decision mechanism and rely on the success/fail signaling feedback between terminals are presented. Our analysis considers a multiantenna base station (BS) that transmits messages to a single-antenna mobile station (MS) with the aid of a single-antenna half-duplex relay station (RS). For this, the distributed link selection rules are established, based on which either the direct link or the dual-hop relaying link is selected for each information transmission process. For variable-gain relaying, the proposed scheme is implemented in a perfect distributed manner, whereas for fixed-gain relaying, the proposed scheme is performed in a distributed fashion with a certain probability. In particular, when compared with the optimal scenario, both schemes can substantially reduce the channel state information feedback overhead for the link selection process while achieving nearly identical outage performance, as manifested by the theoretical/numerical results. Furthermore, asymptotic analysis reveals that both of the proposed schemes achieve full diversity, being validated by comprehensive Monte Carlo simulations. The impacts of RS placement and the number of antennas at the BS on the probability of distributed implementation are investigated for the fixed-gain relaying case. In this case, both theoretical analysis and simulation results demonstrate that placing RS around MS can efficiently and concurrently guarantee the outage performance and the distributed implementation of the proposed scheme.