Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation
Hall, Peter ; Welsh, A. H.
Ann. Statist., Tome 12 (1984) no. 1, p. 1079-1084 / Harvested from Project Euclid
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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.
Publié le : 1984-09-14
Classification:  Estimating parameters of regular variation,  62G05,  62G30 
@article{1176346723,
     author = {Hall, Peter and Welsh, A. H.},
     title = {Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 1079-1084},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346723}
}

Hall, Peter; Welsh, A. H. Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation. Ann. Statist., Tome 12 (1984) no. 1, pp.  1079-1084. http://gdmltest.u-ga.fr/item/1176346723/