It is well-known that maximum likelihood estimates converge faster than the classic square root rate if the Fisher information is infinite. This is often the case when the effective region depends on the estimated parameters, or when density has a singularity inside the effective region at a point dependent on the estimated parameters. We present a one-parameter family of bivariate absolutely continuous distributions on the half-space with smooth densities. The effective domain is always the same half-space and does not depend on this parameter. The order of magnitude for the weighted least squares estimate is asymptotically smaller than the classic square root rate. For the Gaussian variance mixture case, the maximum likelihood estimate coincides with this weighted least squares estimate.