Theory of Probability &Its Applications, Volume 66, Issue 3, Page 348-363, January 2021.
We propose a test procedure for distinguishing between two separable classes of arbitrary distribution tails and, moreover, prove its consistency. The method is based on the goodness-of-fit test for an arbitrary distribution tail, and properties of this test are also discussed. This is the first goodness-of-fit test for distribution tails proposed in the literature that can be applied for testing the goodness-of-fit hypothesis with a discrete distribution tail. In contrast to the overwhelming majority of works related to statistics of extremes, we do not assume that the distributions belong to any of maximum domains of attraction.

中文翻译：

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关于区分分布尾部的测试

Theory of Probability & Its Applications，第 66 卷，第 3 期，第 348-363 页，2021 年 1 月。
我们提出了一种测试程序，用于区分任意分布尾部的两个可分离类别，并且证明其一致性。该方法基于任意分布尾部的拟合优度检验，并且还讨论了该检验的性质。这是文献中提出的第一个分布尾部拟合优度检验，可用于测试具有离散分布尾部的拟合优度假设。与绝大多数与极端统计相关的作品相反，我们不假设分布属于任何最大吸引域。