Email this article On Discrimination between Classes of Distribution Tails
- Authors: Rodionov I.V.1,2
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Affiliations:
- Faculty of Mechanics and Mathematics
- Department of Innovation and High Technology
- Issue: Vol 54, No 2 (2018)
- Pages: 124-138
- Section: Methods of Signal Processing
- URL: https://journal-vniispk.ru/0032-9460/article/view/166501
- DOI: https://doi.org/10.1134/S0032946018020035
- ID: 166501
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Abstract
We propose a test to distinguish between two classes of distribution tails using only higher order statistics of a sample and prove its consistency. We do not assume the corresponding distribution functions to belong to any maximum domain of attraction.
About the authors
I. V. Rodionov
Faculty of Mechanics and Mathematics; Department of Innovation and High Technology
Author for correspondence.
Email: vecsell@gmail.com
Russian Federation, Moscow; Moscow
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