Reduced-Bias Tail Index Estimators Under a Third-Order Framework

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Communications in Statistics: Theory and Methods, Vol. 38, Iss. 7, 2009-01 ,pp. : 1019-1040

Taylor & Francis Ltd

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Tail index and second-order parameters' semi-parametric estimation based on the log-excesses

By Gomes M. Ivette  

Journal of Statistical Computation and Simulation, Vol. 80, Iss. 6, 2010-06 ,pp. : 653-666

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First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks

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Communications in Statistics: Theory and Methods, Vol. 44, Iss. 3, 2015-02 ,pp. : 520-532

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Asymptotic normality of location invariant heavy tail index estimator

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Extremes, Vol. 13, Iss. 3, 2010-09 ,pp. : 269-290

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Estimation of the conditional tail index using a smoothed local Hill estimator

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