Sueveges, M.Davison, A. C.2012-05-252012-05-252012-05-25201210.1140/epjst/e2012-01566-6https://infoscience.epfl.ch/handle/20.500.14299/80758WOS:000303337700008We 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.Nonparametric ProblemsInferenceModelstext::journal::journal article::research article