On Tests for Distinguishing Distribution Tails

Autor: I. V. Rodionov, N. S. Kogut
Rok vydání: 2021
Předmět:
Zdroj: Theory of Probability & Its Applications. 66:348-363
ISSN: 1095-7219
0040-585X
DOI: 10.1137/s0040585x97t990447
Popis: We propose a test procedure for distinguishing between two separable classes of arbitrary distribution tails and, moreover, prove its consistency. The method is based on the goodness-of-fit test fo...
Databáze: OpenAIRE