Approximations to the tail empirical distribution function with application to testing extreme value conditions

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Weighted approximations to tail copula processes with application to testing the extreme value condition (2006, background): “It is only based on the relative positions (ranks) of the data and completely independent of the marginal distributions for which tests have been developed already in [5] and [4].”
On testing extreme value conditions (2006, methodology): “All these distributions are in the max-domain D(Gγ ) with the extreme value index γ varying from 2 to −0.2, and satisfy the second order condition required both in Dietrich et al. (2002) and Drees et al. (2006).”
Records in Athletics Through Extreme-Value Theory (2008, unknown): “We have tested the existence, using Dietrich, de Haan, and H¨usler (2002) and Drees, de Haan, and Li (2006).”