I. V. Rodionov, “On discrimination between classes of distribution tails”, Probl. Peredachi Inf., 2018, Volume 54, Issue 2,Pages <nobr>29

This article is cited in 14 papers

Methods of Signal Processing

On discrimination between classes of distribution tails

I. V. Rodionov^ab

^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.

UDC: 621.391.1+519.2

Received: 19.11.2017
Revised: 24.02.2018