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extremal-index

Here are 3 public repositories matching this topic...

paulnorthrop / lite

Likelihood-Based Inference for Time Series Extremes

time-series extremes threshold inference likelihood log-likelihood frequentist extreme-value-statistics clustered extremal-index generalised-pareto

Updated Jan 24, 2026
R

TY-Cheng / UniBM

extreme value statistical analysis based on block maxima

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

Updated Aug 24, 2025
Jupyter Notebook

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 Feb 14, 2026
R

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