Analogues of classical goodness-of-fit tests for distribution tails

DOI10.1134/S1064562421010063MaRDI QIDQ2243845zbMATH OpenOpenAlexFDO

Authors Elena O. Kantonistova, Igor V. Rodionov

Publication date 11 November 2021

Published in Doklady Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1064562421010063

zbMATH Keywords

distribution tailgoodness-of-fit testsKolmogorov-Smirnov testomega-squared teststatistics of extremestype-I censoringtype-II censoring

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Censored data models (62N01)

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Cites work

• A Kolmogorov-Smirnov Test for Censored Samples
• A New Approach to Testing Goodness of Fit for Censored Samples
• Extreme value theory. An introduction.
• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3516456 (Why is no real title available?)
• scientific article; zbMATH DE number 1242003 (Why is no real title available?)
• On discrimination between classes of distribution tails
• On the maximum likelihood estimator for the generalized extreme-value distribution
• Review of testing issues in extremes: in honor of Professor Laurens de Haan

Cited in

(7)

• Overweight tails are inefficient
• A class of tests on the tail index
• On procedures for testing the equivalence of distribution tails
• A General formula for the upper tail significance levels of empirical distribution function test statistics
• Discrimination of close hypotheses about the distribution tails using higher order statistics
• On tests for distinguishing distribution tails
• Goodness-of-fit tests for a heavy tailed distribution

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