Before revision:  The new CIs are robustly valid without parametric assumptions and exhibit superior small sample coverage and length properties than alternative nonparametric approaches based on asymptotic normality.
After revision:  The new CIs are robustly valid without parametric assumptions over a set of nonparametric data generating processes associated with various tail indices. Simulation studies show that our CIs exhibit superior small-sample coverage and length properties than alternative nonparametric approaches based on asymptotic normality.