Bias-reduced estimators of the Weibull tail-coefficient
  In this paper, we consider the problem of the estimation of a Weibull tail-coefficient. In particular, we propose a regression model, from which we derive a bias-reduced estimator. This estimator is based on a least-squares approach. The asymptotic normality of this estimator is also established. A small simulation study is provided in order to prove its efficiency. 
J. Diebolt, L. Gardes, S. Girard and A. Guillou
math.ST stat.TH