Generalizations of the Hill estimator – asymptotic versus finite sample behaviour☆

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Functional kernel estimators of large conditional quantiles (2011, background): “For instance, the estimator introduced by [32], equation (2.”
Tail index estimation for heavy‐tailed models: accommodation of bias in weighted log‐excesses (2007, background): “Different approaches to reduced bias tail index estimation, which are related to specifically built classes of estimators, have been developed in Gomes and Martins (2001), Caeiro and Gomes (2002) and Gomes et al. (2004).”
Improved reduced-bias tail index and quantile estimators (2008, background): “Gomes and Figueiredo (2003) suggest the use, in (1.2), of the reduced bias tail index estimators in Gomes and Martins (2001, 2002) and Gomes et al. (2004a), all of them second order reduced bias estimators with asymptotic variance σ2R > γ 2.”
A new class of semi-parametric estimators of the second order parameter. (2003, methodology): “Some of the papers in this area are the ones by Beirlant et al. [3], Feuerverger and Hall [8], Gomes and Martins ([ 12 ], [13]) and Gomes et al. [15].”