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Analogues of Classical Goodness-of-Fit Tests for Distribution Tails |
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| Authors: | Kantonistova E O Rodionov I V |
| Institution: | 1.National Research University Higher School of Economics, 101000, Moscow, Russia ;2.Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, 117997, Moscow, Russia ; |
| Abstract: | Doklady Mathematics - We propose analogues of the classical Kolmogorov–Smirnov and omega-squared tests for goodness-of-fit testing of distribution tails. The consistency of the proposed tests... |
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