A case study of a "Dragon-King": The 1999 Venezuelan catastrophe

作     者：Sueveges, M. Davison, A. C. 

作者机构：Univ Geneva ISDC Data Ctr Astrophys CH-1290 Versoix Switzerland Ecole Polytech Fed Lausanne EPFL FSB MATHAA STAT CH-1015 Lausanne Switzerland 

出 版 物：《EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS》 (Eur. Phys. J.: Spec. Top.)

年 卷 期：2012年第205卷第1期

页      面：131-146页

核心收录：

学科分类：07[理学] 0702[理学-物理学] 

基　　金：Swiss National Science Foundation CCES 

主　　题：Venezuelan Dragon-King catastrophe catastrophes Venezuelan expectation-maximisation algorithm extremum values Venezuela Clusters Case studies Mixture models 

摘      要：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.