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block-maxima

Here are 5 public repositories matching this topic...

georgebv / pyextremes

Extreme Value Analysis (EVA) in Python

python statistics extremes eva extreme-value-statistics block-maxima extreme-events extreme-value-analysis peaks-over-threshold

Updated Jul 30, 2024
Python

SURYA-LAMICHANEY / ExtremeLy

A python package for Extreme Value Analysis.

generalized-pareto-distribution block-maxima extreme-value-analysis peaks-over-threshold generalized-extreme-value

Updated Apr 18, 2022
Jupyter Notebook

TY-Cheng / UniBM

extreme value statistical analysis based on block maxima

risk extremal-index block-maxima tail-dependence-coefficient extreme-value-index

Updated Apr 8, 2024
Jupyter Notebook

calvinnsmith / Financial-Risk

Repository for the course 'Financial Risk' at Gothenburg University

rstudio monte-carlo-simulation value-at-risk credit-risk beta-binomial block-maxima peaks-over-threshold logit-normal

Updated Aug 25, 2022
R

paulnorthrop / exdex

Estimation of the Extremal Index

extreme extremes threshold inference value theta maxima extreme-value-statistics semiparametric-estimation semiparametric extremal-index block-maxima semiparametric-maxima-estimators

Updated Apr 27, 2024
R

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