Parameter recovery in two-component contamination mixtures: the $\mathbb{L}^2$ strategy
Statistics Theory
2018-11-22 v3 Statistics Theory
Abstract
In this paper, we consider a parametric density contamination model. We work with a sample of i.i.d. data with a common density, , where the shape is assumed to be known. We establish the optimal rates of convergence for the estimation of the mixture parameters . In particular, we prove that the classical parametric rate cannot be reached when at least one of these parameters is allowed to tend to with .
Cite
@article{arxiv.1604.00306,
title = {Parameter recovery in two-component contamination mixtures: the $\mathbb{L}^2$ strategy},
author = {Sébastien Gadat and Jonas Kahn and Clément Marteau and Cathy Maugis-Rabusseau},
journal= {arXiv preprint arXiv:1604.00306},
year = {2018}
}
Comments
48 pages, 4 figures