Among the existing bearing faults, ball ones are known to be the most difficult to detect and classify. In this work, we propose a diagnosis methodology for these incipient faults’ classification using time series of vibration signals and their decomposition. Firstly, the vibration signals were decomposed using empirical mode decomposition (EMD). Time series of intrinsic mode functions (IMFs) were then obtained. Through analysing the energy content and the components’ sensitivity to the operating point variation, only the most relevant IMFs were retained. Secondly, a statistical analysis based on statistical moments and the Kullback–Leibler divergence (KLD) was computed allowing the extraction of the most relevant and sensitive features for the fault information. Thirdly, these features were used as inputs for the statistical clustering techniques to perform the classification. In the framework of this paper, the efficiency of several family of techniques were investigated and compared including linear, kernel-based nonlinear, systematic deterministic tree-based, and probabilistic techniques. The methodology’s performance was evaluated through the training accuracy rate (TrA), testing accuracy rate (TsA), training time (Trt) and testing time (Tst). The diagnosis methodology has been applied to the Case Western Reserve University (CWRU) dataset. Using our proposed method, the initial EMD decomposition into eighteen IMFs was reduced to four and the most relevant features identified via the IMFs’ variance and the KLD were extracted. Classification results showed that the linear classifiers were inefficient, and that kernel or data-mining classifiers achieved classification rates through the feature fusion. For comparison purposes, our proposed method demonstrated a certain superiority over the multiscale permutation entropy. Finally, the results also showed that the training and testing times for all the classifiers were lower than 2 s, and 0.2 s, respectively, and thus compatible with real-time applications.