@article {1208.62084,
	title = {An asymptotically unbiased moment estimator of a negative extreme value index.},
	journal = {Discuss. Math., Probab. Stat.},
	volume = {30},
	number = {1},
	year = {2010},
	note = {<p>n/a</p>
},
	pages = {5-19},
	abstract = {<p>{Summary: We consider a new class of consistent semi-parametric estimators of a negative extreme value index, based on the set of the $k$ largest observations. This class of estimators depends on a control or tuning parameter, which enables us to have access to an estimator with a null second-order component of asymptotic bias, and with a rather interesting mean squared error, as a function of $k$. We study the consistency and asymptotic normality of the proposed estimators. Their finite sample behaviour is obtained through Monte Carlo simulation.}</p>
},
	keywords = {{semi-parametric estimation}},
	author = {Caeiro, Frederico and Gomes, M.Ivette}
}
