Geodesic
Analogues of classical goodness-of-fit tests for distribution tails
Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 496 (2021), pp. 44-47

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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 on wide alternatives is proved both in the framework of censored data statistics and in the framework of statistics of extremes.
Keywords: distribution tail, goodness-of-fit tests, type-I censoring, type-II censoring, statistics of extremes, Kolmogoro–Smirnov test, omega-squared test. 
@article{DANMA_2021_496_a8,
     author = {E. O. Kantonistova and I. V. Rodionov},
     title = {Analogues of classical goodness-of-fit tests for distribution tails},
     journal = {Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleni\^a},
     pages = {44--47},
     publisher = {mathdoc},
     volume = {496},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DANMA_2021_496_a8/}
}
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E. O. Kantonistova; I. V. Rodionov. Analogues of classical goodness-of-fit tests for distribution tails. Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 496 (2021), pp. 44-47. http://geodesic.mathdoc.fr/item/DANMA_2021_496_a8/