Analogues of classical goodness-of-fit tests for distribution tails

DOI10.1134/S1064562421010063zbMath1477.62110OpenAlexW3173008648MaRDI QIDQ2243845

Igor V. Rodionov, E. O. Kantonistova

Publication date: 11 November 2021

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562421010063

zbMATH Keywords

goodness-of-fit testsstatistics of extremestype-II censoringKolmogorov-Smirnov testdistribution tailtype-I censoringomega-squared test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Censored data models (62N01) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Related Items (2)

On procedures for testing the equivalence of distribution tails ⋮ On Tests for Distinguishing Distribution Tails

Cites Work

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• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• On the maximum likelihood estimator for the generalized extreme-value distribution
• On discrimination between classes of distribution tails
• A Kolmogorov-Smirnov Test for Censored Samples
• A New Approach to Testing Goodness of Fit for Censored Samples

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