Estimating Extreme Quantiles of Weibull Tail Distributions

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Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (2010, methodology): “The most popular estimator was proposed by Weissman [31], in the context of heavy-tailed distributions, and adapted to Weibull-tail distributions in [14, 17].”
Comparison of Weibull tail-coefficient estimators (2011, background): “(1) Following the ideas of [10], an estimator of the extreme quantile xpn can be deduced from (1) by: x̂pn = Xn−kn+1,n (”
Functional kernel estimators of large conditional quantiles (2011, background): “Estimation of unconditional large quantiles is also widely studied since the introduction of Weissman estimator [45] dedicated to heavy-tailed distributions, Weibull-tail estimators [12, 24] dedicated to light-tailed distributions and Dekkers and de Haan estimator [11] adapted to the general case.”
Bias-reduced estimators of the Weibull tail-coefficient (2008, unknown): “…the problem of estimating a quantile x p n = F − 1 (1 − p n ), with p n < 1 / n , is much more important. studied Such a problem has already been in Gardes and Girard (2005) where the following Weissman-type estimator has been introduced It is, however, desirable to reﬁne x p n with the additional…”
Weibull tail-distributions revisited: a new look at some tail estimators (2011, unknown): “is the estimator proposed in [21].”