On Discrimination between Classes of Distribution Tails
- Авторлар: Rodionov I.V.1,2
-
Мекемелер:
- Faculty of Mechanics and Mathematics
- Department of Innovation and High Technology
- Шығарылым: Том 54, № 2 (2018)
- Беттер: 124-138
- Бөлім: Methods of Signal Processing
- URL: https://journal-vniispk.ru/0032-9460/article/view/166501
- DOI: https://doi.org/10.1134/S0032946018020035
- ID: 166501
Дәйексөз келтіру
Аннотация
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.
Авторлар туралы
I. Rodionov
Faculty of Mechanics and Mathematics; Department of Innovation and High Technology
Хат алмасуға жауапты Автор.
Email: vecsell@gmail.com
Ресей, Moscow; Moscow
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