DE HAAN L, FERREIRA A. Extreme Value Theory [M]. New York: Springer, 2006.
RESNICK S I. Point Processes [M]//Extreme Values, Regular Variation and Point Processes. New York: Springer, 1987: 123-161.
HILL B M. A Simple General Approach to Inference about the Tail of a Distribution [J]. The Annals of Statistics, 1975, 3(5): 1163-1174.
DANIELSSON J, JANSEN D W, DE VRIES C G. The Method of Moments Ratio Estimator for the Tail Shape Parameter [J]. Communications in Statistics-Theory and Methods, 1996, 25(4): 711-720. doi: 10.1080/03610929608831727
PAULAUSKAS V, VAI CČIULIS M. A Class of New Tail Index Estimators [J]. Annals of the Institute of Statistical Mathematics, 2017, 69(2): 461-487. doi: 10.1007/s10463-015-0548-3
QI Y C. On the Tail Index of a Heavy Tailed Distribution [J]. Annals of the Institute of Statistical Mathematics, 2010, 62(2): 277-298. doi: 10.1007/s10463-008-0176-2
PAULAUSKAS V, VAI CČIULIS M. Comparison of the Several Parameterized Estimators for the Positive Extreme Value Index [J]. Journal of Statistical Computation and Simulation, 2017, 87(7): 1342-1362. doi: 10.1080/00949655.2016.1263303
VAI CČIULIS M, MARKOVICH N M. A Class of Semiparametric Tail Index Estimators and Its Applications [J]. Automation and Remote Control, 2019, 80(10): 1803-1816. doi: 10.1134/S0005117919100035
BERAN J, SCHELL D, STEHLÍK M. The Harmonic Moment Tail Index Estimator: Asymptotic Distribution and Robustness [J]. Annals of the Institute of Statistical Mathematics, 2014, 66(1): 193-220. doi: 10.1007/s10463-013-0412-2
CAEIRO F, GOMES M I, BEIRLANT J, et al. Mean-of-Order p Reduced-Bias Extreme Value Index Estimation under a Third-Order Framework [J]. Extremes, 2016, 19(4): 561-589. doi: 10.1007/s10687-016-0261-5
BEIRLANT J, VYNCKIER P, TEUGELS J L. Tail Index Estimation, Pareto Quantile Plots Regression Diagnostics [J]. Journal of the American Statistical Association, 1996, 91(436): 1659-1667.
RESINICK S I. Heavy-tail Phenomena [M]. New York: Springer, 2007.
CASELLA G, BERGER R L. Statical Inference [M]. New Jersey: Prentice Hall, 2002.
CRAMÉR H, WOLD H. Some Theorems on Distribution Functions [J]. Journal of the London Mathematical Society, 1936, s1-11(4): 290-294. doi: 10.1112/jlms/s1-11.4.290
PAULAUSKAS V, VAI CČIULIS M. On an Improvement of Hill and some other Estimators [J]. Lithuanian Mathematical Journal, 2013, 53(3): 336-355. doi: 10.1007/s10986-013-9212-x