de Wet, Tertius; Goegebeur, Yuri; Munch, Maria Reimert - In: Statistics & Probability Letters 82 (2012) 3, pp. 565-573
We introduce a class of asymptotically unbiased estimators for the second order parameter in extreme value statistics … estimators for the second order parameter. Asymptotic normality is proven under a third order condition on the tail behavior …