On Discrimination between Classes of Distribution Tails

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.

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Bibliographische Detailangaben
Veröffentlicht in:	Problems of information transmission 2018-04, Vol.54 (2), p.124-138
1. Verfasser:	Rodionov, I. V.
Format:	Artikel
Sprache:	eng
Schlagworte:	Communications Engineering Control Distribution functions Electrical Engineering Engineering Information Storage and Retrieval Methods of Signal Processing Networks Systems Theory
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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.
ISSN:	0032-9460 1608-3253
DOI:	10.1134/S0032946018020035