On discrimination between classes of distribution tails
Statistics Theory
2022-02-24 v1 Methodology
Statistics Theory
Abstract
We propose the test for distinguishing between two classes of distribution tails using only the largest order statistics of the sample and state its consistency. We do not assume belonging the corresponding distribution functions to any maximum domain of attraction.
Cite
@article{arxiv.2202.11619,
title = {On discrimination between classes of distribution tails},
author = {Igor V. Rodionov},
journal= {arXiv preprint arXiv:2202.11619},
year = {2022}
}