Enviar artigo por via de e-mail On Discrimination between Classes of Distribution Tails
- Autores: Rodionov I.V.1,2
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Afiliações:
- Faculty of Mechanics and Mathematics
- Department of Innovation and High Technology
- Edição: Volume 54, Nº 2 (2018)
- Páginas: 124-138
- Seção: Methods of Signal Processing
- URL: https://journals.rcsi.science/0032-9460/article/view/166501
- DOI: https://doi.org/10.1134/S0032946018020035
- ID: 166501
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Resumo
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.
Sobre autores
I. Rodionov
Faculty of Mechanics and Mathematics; Department of Innovation and High Technology
Autor responsável pela correspondência
Email: vecsell@gmail.com
Rússia, Moscow; Moscow
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