Discrimination of Close Hypotheses about the Distribution Tails Using Higher Order Statistics
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://epubs.siam.org/doi/pdf/10.1137/S0040585X97T989118
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1. On Asymptotically Complete Classes of Tests in the Problem of Verification of Composite Hypotheses under Contiguous Alternatives
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4. A test procedure for detecting super-heavy tails
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