peaks-over-threshold
Extreme Value Analysis (EVA) in Python
Calibrated GPD tail inference in Python: continuous and grouped fits, profile intervals, permutation trends, Monte Carlo calibration, and multi-source robustness.
Extreme value analysis for insurance losses: POT/GPD, GEV with uncertainty, threshold diagnostics, return levels, body-tail splicing.
Modeling Nonstationary Extreme Value Distributions
A python package for Extreme Value Analysis.
