extremal-index

There are 0 repository under extremal-index topic.

paulnorthrop / lite
Likelihood-Based Inference for Time Series Extremes
extremes clustered time-series extremal-index extreme-value-statistics threshold likelihood log-likelihood inference frequentist generalised-pareto
Language:R 3
TY-Cheng / UniBM
extreme value statistical analysis based on block maxima
block-maxima extremal-index extreme-value-index risk tail-dependence-coefficient
Language:Jupyter Notebook 1
paulnorthrop / exdex
Estimation of the Extremal Index
extremal-index extremes theta extreme-value-statistics extreme value inference block-maxima threshold semiparametric semiparametric-estimation semiparametric-maxima-estimators maxima
Language:R 0