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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2022, Volume 503, Pages 54–58
DOI: https://doi.org/10.31857/S2686954322020114 (Mi danma249) 		 
MATHEMATICS

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

E. O. Kantonistovaa, I. V. Rodionovb

a National Research University Higher School of Economics, Moscow, Russia
b Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
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DOI: https://doi.org/10.31857/S2686954322020114
Abstract: We propose two tests to distinguish between separable classes of distribution tails, the first of which is invariant with respect to the scale parameter and the second is invariant with respect to both location and scale parameters. The asymptotic properties of the proposed tests are established. The distributions are not assumed to belong to any maximum domain of attraction.
Keywords: distribution tail, discrimination test, statistics of extremes, scale parameter, location parameter, Gumbel maximum domain of attraction.
Funding agency Grant number
Russian Science Foundation 21-71-00035
The research presented in Subsection 2.1 was performed by I.V. Rodionov at the Trapeznikov Institute of Control Sciences of the Russian Academy of Sciences and was supported by the Russian Science Foundation, project no. 21-71-00035.
Presented: S. N. Vassilyev
Received: 03.12.2021
Revised: 13.01.2022
Accepted: 16.01.2022
English version:
Doklady Mathematics, 2022, Volume 105, Issue 2, Pages 97–101
DOI: https://doi.org/10.1134/S1064562422020119
Bibliographic databases:
Document Type: Article
UDC: 519.234.3
Language: Russian
Citation: E. O. Kantonistova, I. V. Rodionov, “On tests to distinguish distribution tails invariant with respect to the scale parameter”, Dokl. RAN. Math. Inf. Proc. Upr., 503 (2022), 54–58; Dokl. Math., 105:2 (2022), 97–101
Citation in format AMSBIB
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\by E.~O.~Kantonistova, I.~V.~Rodionov
\paper On tests to distinguish distribution tails invariant with respect to the scale parameter
\jour Dokl. RAN. Math. Inf. Proc. Upr.
\yr 2022
\vol 503
\pages 54--58
\mathnet{http://mi.mathnet.ru/danma249}
\crossref{https://doi.org/10.31857/S2686954322020114}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4448475}
\elib{https://elibrary.ru/item.asp?id=48506203}
\transl
\jour Dokl. Math.
\yr 2022
\vol 105
\issue 2
\pages 97--101
\crossref{https://doi.org/10.1134/S1064562422020119}
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