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tail-dependence-coefficient

Here are 2 public repositories matching this topic...

maximenc / pycop

Python library for multivariate dependence modeling with Copulas

python simulation multivariate simulations copula mixture tdc dependence tail-dependence-coefficient

Updated Jun 11, 2024
Python

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

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