Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

On a Second Order Condition for Max-Semistable Laws

2000 Mathematics Subject Classification: 62G32, 62G20.

On Estimation and Testing for Pareto Tails

2010 Mathematics Subject Classification: 62F10, 62F12.