A note on the best attainable rates of convergence for estimates of the shape parameter of regular variation
Abstract
Hall and Welsh gave in 1984 the lowest bound so far to rates of convergence for estimates of the shape parameter of regular variation. We show that this bound can be improved.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.