1. Davis, R. and Resnick, S. (1984). Tail estimates motivated by extreme value theory. Ann. Statist. 12, 1467–1487.
2. Du-Mouchel,W.H. (1983). Estimating the stable index a in order to measure tail thickness: A critique. Ann. Statist. 11, 1019–1031.
3. Galambos, J. (1980). A statistical test for extreme value distributions. Colloquia Math. Soc. Janos Bolyai, Budapest, 221–229.
4. Galambos, J. (1987). The asymptotic theory of extreme order statistics. 2nd ed., Krieger, Melbourne, Florida.
5. Gomes, M.I. (1984). Extreme value theory-statistical choice. Colloquia Math. Soc. Janos Bolyai (Debrecen), Vol. 45, 195–210.