# On discrimination between two close distribution tails

## TL;DR

This paper introduces a new goodness-of-fit test based on higher order statistics to distinguish between two similar distribution tails, proving its consistency without assuming maximum domain of attraction.

## Contribution

It proposes a novel tail discrimination test that is consistent under various conditions, expanding applicability beyond traditional assumptions.

## Key findings

- Test is consistent for different alternatives
- Does not require maximum domain of attraction assumption
- Applicable to distinguishing close distribution tails

## Abstract

The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding distribution function to a maximum domain of attraction.