A case study of a Dragon-King: The 1999 Venezuelan catastropheReportar como inadecuado

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Published in: European Physical Journal-Special Topics, vol. 205, p. 131-146 Publication date: 2012

We describe a failure of standard extremal models to account for a catastrophic rainfall event in the coastal regions of Venezuela on 14-16 December 1999, due both to inaccurate tail modelling and to an inadequate treatment of clusters of rare events. We investigate this failure, using a Dirichlet mixture model to approximate a form of moving maximum process that should provide accurate models for wide classes of extremal behaviour. This so-called M3-Dirichlet model may be fitted using an EM algorithm, and provides a reasonable explanation for the properties of the data, in terms of a seasonally-varying mixture of types of extreme rainfall clusters.

Keywords: Nonparametric Problems ; Inference ; Models Reference EPFL-ARTICLE-177381doi:10.1140/epjst/e2012-01566-6View record in Web of Science

Autor: Sueveges, M.; Davison, A. C.

Fuente: https://infoscience.epfl.ch/record/177381?ln=en

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