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

DOI10.1214/15-EJS985zbMath1308.62134OpenAlexW2085928566MaRDI QIDQ489175

J. M. Padbidri, Pierre 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

mixtureEM algorithmmodel selectionquasi-maximum likelihoodmetal fatigueextreme valueGumbelprobability distance

Mathematics Subject Classification ID

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

Uses Software

• ABAQUS

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Microstructure-sensitive extreme value probabilities for high cycle fatigue of Ni-base superalloy IN100
• On the convergence properties of the EM algorithm
• On estimating the number of constituents of a finite mixture of continuous distributions
• Moment matrices: Applications in mixtures
• Extremal point processes and intermediate quantile functions
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• Weak convergence and empirical processes. With applications to statistics
• Results of very high cycle fatigue tests on helical compression springs
• Estimation of a Discriminant Function Based on Small Sample Size from a Mixture of Two Gumbel Distributions
• A Graphical Technique for Determining the Number of Components in a Mixture of Normals
• Identifiability of Finite Mixtures
• Note on the Consistency of the Maximum Likelihood Estimate
• On Information and Sufficiency
• Maximum Likelihood Estimation of Misspecified Models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

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