Geodesic
Properties of Hill's estimator of extreme value index for impure samples
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2014), pp. 3-6

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In this paper we consider the consistency and asymptotic normality of the Hill estimator of the extreme value index for a sample from the sequence of independent and identically distributed random variables with asymptotically increasing additive pollution. In addition, the cases when the statistical construction of the estimator is possible are analyzed. 
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     author = {I. V. Rodionov},
     title = {Properties of {Hill's} estimator of extreme value index for impure samples},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {3--6},
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     url = {http://geodesic.mathdoc.fr/item/VMUMM_2014_1_a0/}
}
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I. V. Rodionov. Properties of Hill's estimator of extreme value index for impure samples. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 1 (2014), pp. 3-6. http://geodesic.mathdoc.fr/item/VMUMM_2014_1_a0/