On Discrimination between Classes of Distribution Tails
- 作者: Rodionov I.V.1,2
-
隶属关系:
- Faculty of Mechanics and Mathematics
- Department of Innovation and High Technology
- 期: 卷 54, 编号 2 (2018)
- 页面: 124-138
- 栏目: Methods of Signal Processing
- URL: https://journal-vniispk.ru/0032-9460/article/view/166501
- DOI: https://doi.org/10.1134/S0032946018020035
- ID: 166501
如何引用文章
详细
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.
作者简介
I. Rodionov
Faculty of Mechanics and Mathematics; Department of Innovation and High Technology
编辑信件的主要联系方式.
Email: vecsell@gmail.com
俄罗斯联邦, Moscow; Moscow
补充文件
