Best attainable rates of convergence for estimates of parameters of regular variation

DOI10.1214/aos/1176346723zbMath0539.62048MaRDI QIDQ794093

Hall, Peter, A. H. Welsh

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346723

zbMATH Keywords

rates of convergence; lower bounds; distributions with regularly varying tails

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62G30: Order statistics; empirical distribution functions

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