A simple second-order reduced bias’ tail index estimator

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Estimation of Extreme Conditional Quantiles Through Power Transformation (2013, background): “Several people including Caeiro, Gomes, and Pestana (2007), Gomes and Pestana (2007a), and Gomes and Pestana (2007b) proposed different bias-reduced Hill’s estimators.”
Reduced-Bias Tail Index Estimators Under a Third-Order Framework (2009, methodology): “• Despite of this, it is sensible to understand the comparative behavior at optimal levels of these MVRB estimators and the other reduced-bias estimators, not only for finite samples, but also asymptotically, as recently done in Gomes and Neves (2008) for some of the classical estimators, like the w”
DIRECT REDUCTION OF BIAS OF THE CLASSI- CAL HILL ESTIMATOR ⁄ (2005, background): “If we assume that only the tail index parameter γ in unknown, and similarly to the result in Gomes and Pestana (2004), we shall now state and prove a theorem that provides an obvious technical motivation for the estimator in (1.15) (or in (1.16)): Theorem 1.1.”
A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator (2007, methodology): “For details on this and similar algorithms, see Gomes and Pestana (2004).”