block-maxima

There are 1 repository under block-maxima topic.

georgebv / pyextremes
Extreme Value Analysis (EVA) in Python
extreme-value-analysis extreme-value-statistics statistics extremes extreme-events python eva block-maxima peaks-over-threshold
Language:Python 229
SURYA-LAMICHANEY / ExtremeLy
A python package for Extreme Value Analysis.
extreme-value-analysis block-maxima peaks-over-threshold generalized-extreme-value generalized-pareto-distribution
Language:Jupyter Notebook 4
TY-Cheng / UniBM
extreme value statistical analysis based on block maxima
block-maxima extremal-index risk tail-dependence-coefficient extreme-value-index
Language:Jupyter Notebook 1
calvinnsmith / Financial-Risk
Repository for the course 'Financial Risk' at Gothenburg University
beta-binomial block-maxima credit-risk monte-carlo-simulation peaks-over-threshold rstudio value-at-risk logit-normal
Language:R 0
paulnorthrop / exdex
Estimation of the Extremal Index
block-maxima extremal-index extreme extreme-value-statistics extremes inference maxima semiparametric semiparametric-estimation semiparametric-maxima-estimators theta threshold value
Language:R 0