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
• 2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation452 cited
• 2001Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields422 cited
• 1999Tail Index Estimation and an Exponential Regression Model275 cited
• 1999Estimating a tail exponent by modelling departure from a Pareto distribution229 cited
• 1998Comparison of tail index estimators226 cited
• 2007Statistical Analysis of Extreme Values with Applications to Insurance, Finance, Hydrology and Other Fields210 cited
• 2002“Asymptotically Unbiased” Estimators of the Tail Index Based on External Estimation of the Second Order Parameter157 cited
• 2001The Bootstrap Methodology in Statistics of Extremes—Choice of the Optimal Sample Fraction133 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