Estimation of the Weibull tail-coefficient with linear combination of   upper order statistics
  We present a new family of estimators of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse failure rate function. Our estimators are based on a linear combination of log-spacings of the upper order statistics. Their asymptotic normality is established and illustrated for two particular cases of estimators in this family. Their finite sample performances are presented on a simulation study. 
Laurent Gardes and St\'ephane Girard
math.ST stat.TH