X-linked PE as such cannot be extruded.
Intermediated products which are crosslinked afterwards can be bought commercially. Techniques available are Sioplas compounds (from for example AEI), Monosil extrusion techniques (Nextrom, Maillefer) and vinylsilane-PE copolymers (Borealis).
Highly crosslinked materials can be manufactured by continuous vulcanisation tubes (steam, nitrogen, salt) under high pressures and temperatures (200 - 300°C)