<style face="normal" font="default" size="100%">A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution</style>

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<style face="normal" font="default" size="100%">A New Class of Generalized Probability-Weighted Moment Estimators for the Pareto Distribution</style>

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<style face="normal" font="default" size="100%">The Use of Generalized Means in the Estimation of the Weibull Tail Coefficient</style>

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<style face="normal" font="default" size="100%">Improved Shape Parameter Estimation for the Three-Parameter Log-Logistic Distribution</style>

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<style face="normal" font="default" size="100%">Confidence Intervals for the Shape Parameter of a Pareto Distribution</style>

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<style face="normal" font="default" size="100%">Exponential versus Generalized Exponential Distribution: a Computational Study</style>

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<style face="normal" font="default" size="100%">Extreme Value Theory?Application of the Peaks Over Threshold Method and the Generalized Pareto Distribution to Athletics Decathlon and Heptathlon</style>

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<style face="normal" font="default" size="100%">On the comparison of several classical estimators of the extreme value index</style>

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<style face="normal" font="default" size="100%">Preface of the Session ?Computational Statistical Methods?</style>

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<style face="normal" font="default" size="100%">A class of weighted Hill estimators</style>

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<style face="normal" font="default" size="100%">A new class of estimators for the shape parameter of a Pareto model</style>

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<style face="normal" font="default" size="100%">Minimum-variance reduced-bias estimation of the extreme value index: A theoretical and empirical study</style>

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<style face="normal" font="default" size="100%">Corrected-Hill versus partially reduced-bias value-at-risk estimation</style>

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<style face="normal" font="default" size="100%">A couple of non reduced bias generalized means in extreme value theory: An asymptotic comparison</style>

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<style face="normal" font="default" size="100%">Lehmer{'}s mean-of-order-p extreme value index estimation: a simulation study and applications</style>

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<style face="normal" font="default" size="100%">Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application</style>

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<style face="normal" font="default" size="100%">A simple class of reduced bias kernel estimators of extreme value parameters</style>

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<style face="normal" font="default" size="100%">Reduced-bias kernel estimators of a positive extreme value index</style>

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<style face="normal" font="default" size="100%">Empirical Power Study of the Jackson Exponentiality Test</style>

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<style face="normal" font="default" size="100%">Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test</style>

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<style face="normal" font="default" size="100%">Improving Asymptotically Unbiased Extreme Value Index Estimation</style>

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<style face="normal" font="default" size="100%">A location-invariant probability weighted moment estimation of the Extreme Value Index</style>

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<style face="normal" font="default" size="100%">A note on the Jackson exponentiality test</style>

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<style face="normal" font="default" size="100%">Reduced bias Hill estimators</style>

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<style face="normal" font="default" size="100%">Statistical analysis of extreme river flows</style>

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<style face="normal" font="default" size="100%">Mean-of-order p reduced-bias extreme value index estimation under a third-order framework</style>

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<style face="normal" font="default" size="100%">Redução do viés do estimador de Hill: uma nova abordagem</style>

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<style face="normal" font="default" size="100%">Bootstrap Methods in Statistics of Extremes</style>

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<style face="normal" font="default" size="100%">Threshold Selection in Extreme Value Analysis</style>

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<style face="normal" font="default" size="100%">Finite sample behaviour of classical and quantile regression estimators for the Pareto distribution</style>

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<style face="normal" font="default" size="100%">Adaptive estimation of a tail shape second order parameter</style>

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<style face="normal" font="default" size="100%">Preface of the "2nd Symposium on Computational Statistical Methods"</style>

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<style face="normal" font="default" size="100%">Revisiting the maximum likelihood estimation of a positive extreme value index</style>

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<style face="normal" font="default" size="100%">Bias reduction in the estimation of a shape second-order parameter of a heavy-tailed model</style>

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<style face="normal" font="default" size="100%">The difference-sign randomness test</style>

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<style face="normal" font="default" size="100%">Extreme value analysis of the sea levels in Venice</style>

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<style face="normal" font="default" size="100%">A log probability weighted moment estimator of extreme quantiles</style>

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<style face="normal" font="default" size="100%">A new partially reduced-bias mean-of-order p class of extreme value index estimators</style>

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<style face="normal" font="default" size="100%">Eficiency of partially reduced-bias mean-of-order-p versus minimum-variance reduced-bias extreme value index estimation</style>

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<style face="normal" font="default" size="100%">A semi-parametric estimator of a shape second order parameter.</style>

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<style face="normal" font="default" size="100%">Semi-Parametric Probability-Weighted Moments Estimation Revisited</style>

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<style face="normal" font="default" size="100%">An R implementation of several randomness tests</style>

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<style face="normal" font="default" size="100%">Comparison of Asymptotically Unbiased Extreme Value Index estimators: a Monte Carlo Simulation Study</style>

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<style face="normal" font="default" size="100%">On the bootstrap methodology for the estimation of the tail sample fraction</style>

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<style face="normal" font="default" size="100%">Preface of the “Symposium on computational statistical methods”</style>

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<style face="normal" font="default" size="100%">Asymptotic Comparison at Optimal Levels of Minimum-Variance Reduced-Bias Tail-Index Estimators</style>

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<style face="normal" font="default" size="100%">A Class of Semi-parametric Probability Weighted Moment Estimators</style>

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<style face="normal" font="default" size="100%">Comparing several tests of randomness based on the difference of observations</style>

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<style face="normal" font="default" size="100%">On the Selection of the Tuning Parameter of a Moment Estimator of the Extreme Value Index</style>

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<style face="normal" font="default" size="100%">Refined Estimation of a Light Tail: An Application to Environmental Data</style>

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<style face="normal" font="default" size="100%">The Role of Bootstrap Methodologies in the Estimation of a Negative Extreme Value Index.</style>

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<style face="normal" font="default" size="100%">Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications</style>

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<style face="normal" font="default" size="100%">A location invariant probability weighted moment EVI-estimator</style>

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<style face="normal" font="default" size="100%">An Overview And Open Research Topics In Statistics Of Univariate Extremes</style>

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<style face="normal" font="default" size="100%">PORT-PPWM extreme value index estimation</style>

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<style face="normal" font="default" size="100%">A Reduced Bias Estimator of a 'Scale' Second Order Parameter</style>

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<style face="normal" font="default" size="100%">Probability weighted moments bootstrap estimation: a case study in the field of insurance</style>

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<style face="normal" font="default" size="100%">Semi-parametric tail inference through probability-weighted moments.</style>

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<style face="normal" font="default" size="100%">An asymptotically unbiased moment estimator of a negative extreme value index.</style>

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<style face="normal" font="default" size="100%">Alguns resultados adicionais sobre a variância de um estimador de viés reduzido do índice de cauda.</style>

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<style face="normal" font="default" size="100%">A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator.</style>

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<style face="normal" font="default" size="100%">Reduced-bias tail index estimators under a third-order framework.</style>

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<style face="normal" font="default" size="100%">Semi-parametric second-order reduced-bias high quantile estimation.</style>

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<style face="normal" font="default" size="100%">Caudas pesadas: t de Student e variante assimétrica versus metodologia semi-paramétrica.</style>

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<style face="normal" font="default" size="100%">Minimum-variance reduced-bias tail index and high quantile estimation.</style>

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<style face="normal" font="default" size="100%">Second-order Reduced-bias Tail Index and High Quantile Estimation</style>

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<style face="normal" font="default" size="100%">Estimação de Parâmetros de Acontecimentos Raros</style>

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<style face="normal" font="default" size="100%">Estimação de quantis elevados em estatística de extremos</style>

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<style face="normal" font="default" size="100%">A new class of estimators of a ``scale'' second order parameter.</style>

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<style face="normal" font="default" size="100%">Redução de viés na estimação semi-paramétrica de um parâmetro de escala</style>

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<style face="normal" font="default" size="100%">Direct reduction of bias of the classical Hill estimator.</style>

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<style face="normal" font="default" size="100%">Uma classe de estimadores do parâmetro de escala de segunda ordem.</style>

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<style face="normal" font="default" size="100%">Bias reduction of a tail index estimator through an external estimation of the second-order parameter.</style>

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<style face="normal" font="default" size="100%">Redução de viés em estimadores do índice de cauda</style>

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<style face="normal" font="default" size="100%">Bias reduction in the estimation of parameters of rare events.</style>

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<style face="normal" font="default" size="100%">A class of asymptotically unbiased semi-parametric estimators of the tail index.</style>