Heavy-tailed distributions are often encountered in economics, finance, biology,
telecommunications, geology, etc. The heaviness of a tail is measured by a tail index …

The classical Hill estimator of a positive extreme value index (EVI) can be regarded as the
logarithm of the geometric mean, or equivalently the logarithm of the mean of order p= 0, of a …

Reduced-bias versions of a very simple generalization of the 'classical'Hill estimator of a
positive extreme value index (EVI) are put forward. The Hill estimator can be regarded as the …

Noting that the classical Hill estimator of a positive extreme value index (EVI) is the logarithm
of the mean of order-0 of a set of certain statistics, a more general class of EVI-estimators …

The Lehmer mean of order p of k positive numbers (a1,..., ak) is defined by∑ ki= 1 api/∑ ki=
1 ap− 1 i, generalizing both the arithmetic mean (p= 1) and the harmonic mean (p= 0). Given …

A recent class of estimators of a positive extreme value index (EVI), related to a mean-of-
order-p (MOP) class of EVI-estimators is enlarged and studied for finite samples through a …

A simple generalisation of the classical Hill estimator of a positive extreme value index (EVI)
has been recently introduced in the literature. Indeed, the Hill estimator can be regarded as …

Most of the estimators of parameters of rare and large events, among which we distinguish
the extreme value index (EVI) for maxima, one of the primary parameters in statistical …

The main objective of statistics of univariate extremes lies in the estimation of quantities
related to extreme events. In many areas of application, like finance, insurance and …

A class of partially reduced-bias estimators of a positive extreme value index (EVI), related to
a mean-of-order-p class of EVI-estimators, is introduced and studied both asymptotically and …