  Modeling and understanding multivariate extreme events is challenging, but of
great importance in various applications - e.g. in biostatistics, climatology,
and finance. The separating Hill estimator can be used in estimating the
extreme value index of a heavy tailed multivariate elliptical distribution. We
consider the asymptotic behavior of the separating Hill estimator under
estimated location and scatter. The asymptotic properties of the separating
Hill estimator are known under elliptical distribution with known location and
scatter. However, the effect of estimation of the location and scatter has
previously been examined only in a simulation study. We show, analytically,
that the separating Hill estimator is consistent and asymptotically normal
under estimated location and scatter, when certain mild conditions are met.
