I. Alves, L. De-haan, and C. Neves, A test procedure for detecting super-heavy tails, Journal of Statistical Planning and Inference, vol.139, issue.2, pp.213-227, 2009.
DOI : 10.1016/j.jspi.2008.04.026

J. Beirlant, M. Broniatowski, J. Teugels, and P. Vynckier, The mean residual life function at great age: Applications to tail estimation, Journal of Statistical Planning and Inference, vol.45, issue.1-2, pp.21-48, 1995.
DOI : 10.1016/0378-3758(94)00061-1

N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular Variation, volume 27 of Encyclopedia of Mathematics and its application, 1987.

L. Breiman, C. J. Stone, and C. Kooperberg, Robust confidence bounds for extreme upper quantiles, Journal of Statistical Computation and Simulation, vol.73, issue.3-4, pp.127-149, 1990.
DOI : 10.1109/TIT.1973.1054987

J. Cohen, Convergence rates for the ultimate and pentultimate approximations in extreme-value theory, Advances in Applied Probability, vol.1, issue.04, pp.833-854, 1982.
DOI : 10.1111/j.1467-9574.1979.tb00671.x

L. De-haan and A. Ferreira, Extreme value theory: an introduction, 2007.
DOI : 10.1007/0-387-34471-3

C. De-valk, Approximation and estimation of very small probabilities of multivariate extreme events, Extremes, vol.45, issue.5B, pp.687-717, 2016.
DOI : 10.1007/BF00635964

C. De-valk, Approximation of high quantiles from intermediate quantiles, Extremes, vol.73, issue.9, pp.661-686, 2016.
DOI : 10.1214/aos/1176343003

C. De-valk and J. Cai, A high quantile estimator based on the log-generalized Weibull tail limit, Econometrics and Statistics, 2017.
DOI : 10.1016/j.ecosta.2017.03.001

J. Diebolt, M. El-aroui, V. Durbec, and B. Villain, ESTIMATION OF EXTREME QUANTILES: EMPIRICAL TOOLS FOR METHODS ASSESSMENT AND COMPARISON, International Journal of Reliability, Quality and Safety Engineering, vol.44, issue.1, pp.75-94, 2000.
DOI : 10.1214/aos/1176350499

J. Methni, L. Gardes, S. Girard, and A. Guillou, Estimation of extreme quantiles from heavy and light tailed distributions, Journal of Statistical Planning and Inference, vol.142, issue.10, pp.2735-2747, 2012.
DOI : 10.1016/j.jspi.2012.03.025

URL : https://hal.archives-ouvertes.fr/hal-00627964

J. Galambos, THE ASYMPTOTIC THEORY OF EXTREME ORDER STATISTICS, R.E. Krieger publishing compagny, 1987.
DOI : 10.1016/B978-0-12-702101-0.50014-7

L. Gardes and S. Girard, Estimation of the Weibull tail-coefficient with linear combination of upper order statistics, Journal of Statistical Planning and Inference, vol.138, issue.5, pp.1416-1427, 2008.
DOI : 10.1016/j.jspi.2007.04.026

URL : https://hal.archives-ouvertes.fr/inria-00070435

L. Gardes and S. Girard, Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels, Extremes, vol.73, issue.2, pp.177-204, 2010.
DOI : 10.1080/02331880412331284304

URL : https://hal.archives-ouvertes.fr/hal-00371757

L. Gardes, S. Girard, and A. Guillou, Weibull tail-distributions revisited: A new look at some tail estimators, Journal of Statistical Planning and Inference, vol.141, issue.1, pp.429-444, 2011.
DOI : 10.1016/j.jspi.2010.06.018

URL : https://hal.archives-ouvertes.fr/hal-00340661

Y. Goegebeur, J. Beirlant, T. De, and . Wet, Generalized Kernel Estimators for the Weibull-Tail Coefficient, Communications in Statistics - Theory and Methods, vol.4, issue.20, pp.3695-3716, 2010.
DOI : 10.1016/S0378-3758(00)00321-9

M. I. Gomes, Penultimate limiting forms in extreme value theory, Annals of the Institute of Statistical Mathematics, vol.12, issue.1, pp.71-85, 1984.
DOI : 10.1007/978-94-009-8555-1_25

M. I. Gomes and L. De-haan, Approximation by penultimate extreme value distributions, Extremes, vol.2, issue.1, pp.71-85, 1999.
DOI : 10.1023/A:1009920327187

M. I. Gomes and D. D. Pestana, Nonstandard domains of attraction and rates of convergence, New Perspecties in Theoretical and Applied Statistics, pp.467-477, 1987.

B. 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. Pickands, Statistical inference using extreme order statistics. The Annals of Statistics, pp.119-131, 1975.

R. L. Smith, Estimating tails of probability distributions. The Annals of Statistics, pp.1174-1207, 1987.

I. Weissman, Estimation of parameters and large quantiles based on the k largest observations, Journal of the American Statistical Association, vol.73, issue.364, pp.812-815, 1978.

R. Worms, Penultimate approximation for the distribution of the excesses, ESAIM: Probability and Statistics, vol.3, pp.21-31, 2002.
DOI : 10.1214/aos/1176343003