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This article is cited in 9 scientific papers (total in 9 papers)
Discrimination of close hypotheses about the distribution tails using higher order statistics
I. V. Rodionovab a Lomonosov Moscow State University
b Moscow Institute of Physics and Technology (State University), Dolgoprudny, Moscow region
Abstract:
We consider the problem of discrimination of close hypotheses about
the distribution tails lying in the Gumbel maximum domain of
attraction. Only higher order statistics of the sample are used for
constructing the test. The proposed results extend
classical results of the contiguity theory.
Keywords:
close hypotheses, order statistics, Gumbel maximum domain of attraction, discrimination test.
Received: 27.05.2017 Revised: 12.09.2017 Accepted: 13.12.2017
Citation:
I. V. Rodionov, “Discrimination of close hypotheses about the distribution tails using higher order statistics”, Teor. Veroyatnost. i Primenen., 63:3 (2018), 447–467; Theory Probab. Appl., 63:3 (2019), 364–380
Linking options:
https://www.mathnet.ru/eng/tvp5144https://doi.org/10.4213/tvp5144 https://www.mathnet.ru/eng/tvp/v63/i3/p447
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