Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2021, Volume 66, Issue 3, Pages 433–453
DOI: https://doi.org/10.4213/tvp5375 (Mi tvp5375) 		 
This article is cited in 2 scientific papers (total in 2 papers)

On tests for distinguishing distribution tails

N. S. Koguta, I. V. Rodionovbc

a Lomonosov Moscow State University
b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
c V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow
Full-text PDF (814 kB) Citations (2)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp5375
Abstract: We propose a test procedure for distinguishing between two separable classes of arbitrary distribution tails and, moreover, prove its consistency. The method is based on the goodness-of-fit test for an arbitrary distribution tail, and properties of this test are also discussed. This is the first goodness-of-fit test for distribution tails proposed in the literature that can be applied for testing the goodness-of-fit hypothesis with a discrete distribution tail. In contrast to the overwhelming majority of works related to statistics of extremes, we do not assume that the distributions belong to any of maximum domains of attraction.
Keywords: discrimination test, statistics of extremes, goodness-of-fit test, distribution tail.
Funding agency Grant number
Russian Science Foundation 19-11-00290
The work of I. V. Rodionov in sections 1, 2, and 4 was performed at the Steklov Mathematical Institute of Russian Academy of Sciences with the support of the Russian Science Foundation (grant 19-11-00290).
Received: 01.11.2019
Revised: 13.02.2021
Accepted: 26.02.2021
English version:
Theory of Probability and its Applications, 2021, Volume 66, Issue 3, Pages 348–363
DOI: https://doi.org/10.1137/S0040585X97T990447
Bibliographic databases:
Document Type: Article
MSC: 62G32, 62G10
Language: Russian
Citation: N. S. Kogut, I. V. Rodionov, “On tests for distinguishing distribution tails”, Teor. Veroyatnost. i Primenen., 66:3 (2021), 433–453; Theory Probab. Appl., 66:3 (2021), 348–363
Citation in format AMSBIB
\Bibitem{KogRod21}
\by N.~S.~Kogut, I.~V.~Rodionov
\paper On tests for distinguishing distribution tails
\jour Teor. Veroyatnost. i Primenen.
\yr 2021
\vol 66
\issue 3
\pages 433--453
\mathnet{http://mi.mathnet.ru/tvp5375}
\crossref{https://doi.org/10.4213/tvp5375}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4466382}
\zmath{https://zbmath.org/?q=an:1476.62080}
\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 66
\issue 3
\pages 348--363
\crossref{https://doi.org/10.1137/S0040585X97T990447}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000730490400002}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85123846590}
Linking options:
  • https://www.mathnet.ru/eng/tvp5375
  • https://doi.org/10.4213/tvp5375
  • https://www.mathnet.ru/eng/tvp/v66/i3/p433
    • This publication is cited in the following 2 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
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024