|
Problemy Peredachi Informatsii, 2018, Volume 54, Issue 2, Pages 29–44
(Mi ppi2265)
|
|
|
|
This article is cited in 12 scientific papers (total in 13 papers)
Methods of Signal Processing
On discrimination between classes of distribution tails
I. V. Rodionovab a Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, Russia
b bDepartment of Innovation and High Technology, Moscow Institute of Physics and Technology (State University), Moscow, Russia
Abstract:
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.
Received: 19.11.2017 Revised: 24.02.2018
Citation:
I. V. Rodionov, “On discrimination between classes of distribution tails”, Probl. Peredachi Inf., 54:2 (2018), 29–44; Problems Inform. Transmission, 54:2 (2018), 124–138
Linking options:
https://www.mathnet.ru/eng/ppi2265 https://www.mathnet.ru/eng/ppi/v54/i2/p29
|
Statistics & downloads: |
Abstract page: | 304 | Full-text PDF : | 143 | References: | 57 | First page: | 20 |
|