Estimation of a nonlinear discriminant function from a mixture of two GEV distributions |
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Authors: | Cátia R. Gonçalves Cira E. G. Otiniano Evelyn C. Cruvinel |
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Affiliation: | 1. Department of Mathematics, University of Brasília, Brasília- DF, Brazil;2. Department of Statistics, University of Brasília, Brasília- DF, Brazil |
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Abstract: | In this paper, the identifiability of finite mixture of generalized extreme value (GEV) distributions is proved. Next, a procedure for finding maximum likelihood estimates (MLEs) of the parameters of a finite mixture of two generalized extreme value (MGEV) distributions is presented by using classified and unclassified observations. Then, a nonlinear discriminant function for a mixture of two GEV distributions is derived and the performance of the corresponding estimated discriminant function is investigated through a series of simulation experiments. Finally, the methodology is applied to real data. |
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Keywords: | Mixture GEV identifiability nonlinear discriminant function |
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