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An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index., , and . J. Multivar. Anal., (2013)On the smoothed bootstrap, and . Journal of Statistical Planning and Inference, 83 (1): 203--220 (Jan 1, 2000)Nonparametric estimation of conditional marginal excess moments., , , and . J. Multivar. Anal., (2023)Frontier estimation with kernel regression on high order moments., , and . J. Multivar. Anal., (2013)A non-parametric entropy-based approach to detect changes in climate extremes, , and . Journal of the Royal Statistical Society: Series B (Statistical Methodology), (2014)Bias correction in hydrologic GPD based extreme value analysis by means of a slowly varying function, , and . Journal of Hydrology, 338 (3-4): 221-263 (2007)Bias-reduced extreme quantile estimators of Weibull tail-distributions, , , and . Journal of Statistical Planning and Inference, 138 (5): 1389--1401 (May 1, 2008)Approximation of the distribution of excesses through a generalized probability-weighted moments method, , and . Journal of Statistical Planning and Inference, 137 (3): 841--857 (Mar 1, 2007)Robust nonparametric estimation of the conditional tail dependence coefficient., , , and . J. Multivar. Anal., (2020)Bias-corrected estimation of stable tail dependence function., , , and . J. Multivar. Anal., (2016)