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Teoriya Veroyatnostei i ee Primeneniya, 2018, Volume 63, Issue 3, Pages 447–467
DOI: https://doi.org/10.4213/tvp5144
(Mi tvp5144)
 

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
Full-text PDF (522 kB) Citations (9)
References:
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
English version:
Theory of Probability and its Applications, 2019, Volume 63, Issue 3, Pages 364–380
DOI: https://doi.org/10.1137/S0040585X97T989118
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp5144
  • https://doi.org/10.4213/tvp5144
  • https://www.mathnet.ru/eng/tvp/v63/i3/p447
  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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