Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia
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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2021, Volume 496, Pages 44–47
DOI: https://doi.org/10.31857/S2686954321010069 (Mi danma152) 		 
This article is cited in 2 scientific papers (total in 2 papers)

MATHEMATICS

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

E. O. Kantonistovaa, I. V. Rodionovb

a National Research University "Higher School of Economics", Moscow, Russian Federation
b V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russian Federation
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DOI: https://doi.org/10.31857/S2686954321010069
Abstract: We propose analogues of the classical Kolmogorov–Smirnov and omega-squared tests for goodness-of-fit testing of distribution tails. The consistency of the proposed tests on wide alternatives is proved both in the framework of censored data statistics and in the framework of statistics of extremes.
Keywords: distribution tail, goodness-of-fit tests, type-I censoring, type-II censoring, statistics of extremes, Kolmogoro–Smirnov test, omega-squared test.
Funding agency Grant number
Russian Foundation for Basic Research 19-01-00090
Rodionov’s work concerning Theorems 1 and 2 was supported in part by the Russian Foundation for Basic Research, project no. 19-01-00090.
Presented: K. V. Rudakov
Received: 24.10.2020
Revised: 24.10.2020
Accepted: 28.10.2020
English version:
Doklady Mathematics, 2021, Volume 103, Issue 1, Pages 35–38
DOI: https://doi.org/10.1134/S1064562421010063
Bibliographic databases:
Document Type: Article
UDC: 519.234.3
Language: Russian
Citation: E. O. Kantonistova, I. V. Rodionov, “Analogues of classical goodness-of-fit tests for distribution tails”, Dokl. RAN. Math. Inf. Proc. Upr., 496 (2021), 44–47; Dokl. Math., 103:1 (2021), 35–38
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
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    		Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia
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