Comparison of Weibull tail-coefficient estimators
  We address the problem of estimating the Weibull tail-coefficient which is the regular variation exponent of the inverse failure rate function. We propose a family of estimators of this coefficient and an associate extreme quantile estimator. Their asymptotic normality are established and their asymptotic mean-square errors are compared. The results are illustrated on some finite sample situations. 
Laurent Gardes and St\'ephane Girard
stat.ME