@article{DMPS_2010_30_1_a2, author = {Gomes, M. and Henriques-Rodrigues, L{\'\i}gia}, title = {Comparison at optimal levels of classical tail index estimators: a challenge for reduced-bias estimation?}, journal = {Discussiones Mathematicae. Probability and Statistics}, pages = {35--51}, publisher = {mathdoc}, volume = {30}, number = {1}, year = {2010}, zbl = {1208.62086}, language = {en}, url = {http://geodesic.mathdoc.fr/item/DMPS_2010_30_1_a2/} }