@article{gardes:hal-02400320, TITLE = {{On the estimation of the variability in the distribution tail}}, AUTHOR = {Gardes, Laurent and Girard, St{\'e}phane}, URL = {https://inria.hal.science/hal-02400320}, JOURNAL = {{Test}}, PUBLISHER = {{Spanish Society of Statistics and Operations Research/Springer}}, VOLUME = {30}, PAGES = {884--907}, YEAR = {2021}, MONTH = Dec, DOI = {10.1007/s11749-021-00754-2}, KEYWORDS = {Gini functional ; risk measure ; variability measure ; distribution tail ; extreme-value theory}, PDF = {https://inria.hal.science/hal-02400320v2/file/Gardes_Girard_GINI_V2.pdf}, HAL_ID = {hal-02400320}, HAL_VERSION = {v2}, }