A new promising extreme value index estimator, the mixed-moment (MM) estimator, has been recently introduced in the literature. This estimator uses not only the first moment of the top excesses of the log-observations in the sample, the basis of the classical Hill and moment estimators, but also...

In this paper, and in the context of regularly varying tails, we analyse some variants of a maximum likelihood estimator of a positive tail index [gamma], under a type II censoring scheme. These estimators are compared with the Hill estimator, for a Fréchet model and by means of a Monte Carlo...