We consider distinguishing between two distribution tail models when tails of one model are lighter (or heavier) than those of the other. Two procedures are proposed: one scale-free and one location- and scale-free, and their asymptotic properties are established. We show the advantage of using these procedures for distinguishing between certain tail models in comparison with the tests proposed in the literature by simulation and apply them to data on daily precipitation in Green Bay, US and Saentis, Switzerland.

翻译：本文研究两种分布尾部模型的区分问题，其中一种模型的尾部较另一种更轻（或更重）。我们提出了两种检验方法：一种尺度无关方法，以及一种位置与尺度皆无关的方法，并建立了它们的渐近性质。通过模拟实验，我们证明了这些方法在区分特定尾部模型时相较于文献中已有检验方法的优势，并将其应用于美国绿湾和瑞士森蒂斯地区的日降水数据。