Chernikov Y. Parameters estimation and test of statistical hypothesis in the Nevzorov's model of observations

The Nevzorov's model is studied. Within the scope of the work, two approaches were used. In the semiparametric case the distribution function is not specified, while in the three-parameter case the Freсhet distribution function is chosen as a base function of the distribution function. In both studied models, the consistency, asymptotic normality and asymptotic efficiency are proved for the maximum likelihood estimator. For the three-parametrer and MV models, the goodness-of-fit test is constructed, which allows to check whether or not the observed data fit these models.