A class of partially reduced-bias estimators of a positive extreme value index (EVI), related to a mean-of-order-p class of EVI-estimators, is introduced and studied both asymptotically and for finite samples through a Monte-Carlo simulation study. A comparison between this class and a...

The classical Hill estimator of a positive extreme value index (EVI) can be regarded as the logarithm of the geometric mean, or equivalently the logarithm of the mean of order p=0, of a set of adequate statistics. A simple generalisation of the Hill estimator is now proposed, considering a more...