A Sturdy Reduced Bias Extreme Quantile (VaR) Estimator: Correction
Ivette Gomes, Dinis Pestana
Journal Of The American Statistical Association, vol. 104, 2009, p. 872-0.

A Sturdy Reduced-Bias Extreme Quantile (VaR) Estimator
Ivette Gomes, Dinis Pestana
Journal Of The American Statistical Association, vol. 102, 2007, p. 280-292.