References

• 2006Extreme Value Theory : An Introduction1,564 cited
• 2006Extreme value theory : an introduction1,256 cited
• 1989A Moment Estimator for the Index of an Extreme-Value Distribution697 cited
• 1987Estimating Tails of Probability Distributions627 cited
• 1984Statistical Extremes and Applications223 cited
• 1998On Smooth Statistical Tail Functionals145 cited
• 2007Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses129 cited
• 2007A Sturdy Reduced-Bias Extreme Quantile ( VaR ) Estimator124 cited
• 1996Excess Functions and Estimation of the Extreme-Value Index120 cited
• 1999A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index120 cited
• 2022Direct Reduction of Bias of the Classical Hill Estimator118 cited
• 2003On optimising the estimation of high quantiles of a probability distribution113 cited
• 2004On maximum likelihood estimation of the extreme value index98 cited
• 1984Slow Variation and Characterization of Domains of Attraction90 cited
• 2002On maximum likelihood estimation of the extreme value index90 cited