ESTIMATING THE EXTREME VALUE INDEX AND HIGH QUANTILES WITH EXPONENTIAL REGRESSION MODELS

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A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator (2007, methodology): “…who commented on the original manuscript, and to the referees, for raising questions and offering creative suggestions, contributing to relevant improvements in the final presentation. and Rootzén (1993) and, more recently, in Ferreira, de Haan, and Peng (2003) and Matthys and Beirlant (2003).”
Bias-reduced estimators of the Weibull tail-coefficient (2008, methodology): “Note that, as in [19], in our simulations, we limited the range from which kn is selected to {1, .”