J. Beirlant, P. Vynckier, and J. L. Teugels, Excess Functions and Estimation of the Extreme-Value Index, Bernoulli, vol.2, issue.4, pp.293-318, 1996.
DOI : 10.2307/3318416

H. Chernoff, J. L. Gastwirth, J. Johns, and M. V. , Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation, The Annals of Mathematical Statistics, vol.38, issue.1, pp.52-72, 1967.
DOI : 10.1214/aoms/1177699058

S. Csörg?-o, P. Deheuvels, and D. Mason, Kernel Estimates of the Tail Index of a Distribution, The Annals of Statistics, vol.13, issue.3, pp.1050-1077, 1985.
DOI : 10.1214/aos/1176349656

L. De-haan and A. Ferreira, Extreme value theory. Springer Series in Operations Research and Financial Engineering, 2006.

A. L. Dekkers and L. De-haan, Optimal Choice of Sample Fraction in Extreme-Value Estimation, Journal of Multivariate Analysis, vol.47, issue.2, pp.173-195, 1993.
DOI : 10.1006/jmva.1993.1078

G. Draisma, L. De-haan, L. Peng, and T. T. Pereira, A bootstrap-based method to achieve optimality in estimating the extreme-value index, Extremes, vol.2, issue.4, pp.367-404, 1999.
DOI : 10.1023/A:1009900215680

H. Drees, On smooth statistical tail functionals. Scand, J. Statist, vol.25, issue.1, pp.187-210, 1998.
DOI : 10.1111/1467-9469.00097

H. Drees and E. Kaufmann, Selecting the optimal sample fraction in univariate extreme value estimation . Stochastic Process, Appl, vol.75, issue.2, pp.149-172, 1998.

A. Fils and A. Guillou, A new extreme quantile estimator for heavy-tailed distributions, Comptes Rendus Mathematique, vol.338, issue.6, pp.493-498, 2004.
DOI : 10.1016/j.crma.2004.01.019

F. Alves, M. I. Gomes, M. I. De-haan, and L. , A new class of semi-parametric estimators of the second order parameter, Port. Math. (N.S.), issue.2, pp.60193-213, 2003.

M. I. Gomes, L. De-haan, and L. Peng, Semi-parametric estimation of the second order parameter in statistics of extremes, Extremes, vol.5, issue.4, pp.387-414, 2002.
DOI : 10.1023/A:1025128326588

M. I. Gomes and M. J. Martins, Efficient alternatives to the hill estimator, Proceedings of the Workshop V.E.L.A. ?Extreme Values and Additive Laws, C.E.A.U.L. editions?, pp.40-43, 1999.

M. I. Gomes and M. J. Martins, Generalizations of the Hill estimator ??? asymptotic versus finite sample behaviour, Journal of Statistical Planning and Inference, vol.93, issue.1-2, pp.161-180, 2001.
DOI : 10.1016/S0378-3758(00)00201-9

P. Hall, On some simple estimates of an exponent of regular variation, Journal of the Royal Statistical Society. Series B (Methodological), vol.44, issue.1, pp.37-42, 1982.

P. Hall and A. H. Welsh, Adaptive Estimates of Parameters of Regular Variation, The Annals of Statistics, vol.13, issue.1, pp.331-341, 1985.
DOI : 10.1214/aos/1176346596

B. M. Hill, A Simple General Approach to Inference About the Tail of a Distribution, The Annals of Statistics, vol.3, issue.5, pp.1163-1174, 1975.
DOI : 10.1214/aos/1176343247

J. Hüsler, D. Li, and S. Müller, Weighted least squares estimation of the extreme value index, Statistics & Probability Letters, vol.76, issue.9, pp.920-930, 2006.
DOI : 10.1016/j.spl.2005.10.025

M. Kratz and S. I. Resnick, The qq-estimator and heavy tails, Communications in Statistics. Stochastic Models, vol.23, issue.4, pp.699-724, 1996.
DOI : 10.1214/aop/1176993783
URL : https://hal.archives-ouvertes.fr/hal-00179391

J. Schultze and J. Steinebach, ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT, Statistics & Risk Modeling, vol.14, issue.4, pp.353-372, 1996.
DOI : 10.1524/strm.1996.14.4.353

J. Segers, Residual estimators, Journal of Statistical Planning and Inference, vol.98, issue.1-2, pp.15-27, 2001.
DOI : 10.1016/S0378-3758(00)00321-9

I. Weissman, Estimation of parameters and large quantiles based on the k largest observations, J. Amer. Statist. Assoc, vol.73, issue.364, pp.812-815, 1978.