Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems

DOI10.1214/15-EJS985MaRDI QIDQ489175zbMATH OpenOpenAlexFDO

Authors Jagan M. Padbidri, P. Vandekerkhove, David L. Mcdowell

Publication date 27 January 2015

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1421936897

zbMATH Keywords

mixturemodel selectionEM algorithmextreme valuequasi-maximum likelihoodGumbelmetal fatigueprobability distance

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory of statistical distributions (62E10)

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• Weak convergence and empirical processes. With applications to statistics

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• ABAQUS

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