Geodesic
Some Admissible Estimators in Extreme Value Densities
Canadian mathematical bulletin, Tome 18 (1975) no. 1, pp. 105-110

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Let X be a random variable having the extreme value density of the form (1) where r is assumed to be a positive Lebesgue measurable function of x and the function q is defined by for all θ in Ω = (0, ∞). It is further assumed that q(θ) approaches zero as θ → ∞.In this note we are concerned with estimating parametric functions g(θ) of the form [1/q(θ)]α, α any real number. The loss function is assumed to be squared error and the estimators are assumed to be functions of a single observation X. 
Singh, R. Some Admissible Estimators in Extreme Value Densities. Canadian mathematical bulletin, Tome 18 (1975) no. 1, pp. 105-110. doi: 10.4153/CMB-1975-019-0
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