Abstract
We derive lower bounds to rates of convergence for estimators of shape and scale parameters in distributions with regularly varying tails. We exhibit simple estimators which attain these rates.
Citation
Peter Hall. A. H. Welsh. "Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation." Ann. Statist. 12 (3) 1079 - 1084, September, 1984. https://doi.org/10.1214/aos/1176346723
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