On discrimination between two close distribution tails
Statistics Theory
2017-02-21 v1 Statistics Theory
Abstract
The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding distribution function to a maximum domain of attraction.
Cite
@article{arxiv.1702.05641,
title = {On discrimination between two close distribution tails},
author = {Igor Vladimirovich Rodionov},
journal= {arXiv preprint arXiv:1702.05641},
year = {2017}
}