On Tests for Distinguishing Distribution Tails

DOI10.1137/S0040585X97T990447zbMath1476.62080OpenAlexW3210405522MaRDI QIDQ5163520

N. S. Kogut, Igor V. Rodionov

Publication date: 4 November 2021

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t990447

zbMATH Keywords

goodness-of-fit teststatistics of extremesdistribution taildiscrimination test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Large deviations (60F10)

Related Items (1)

On tests to distinguish distribution tails invariant with respect to the scale parameter

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