English

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, f=(1λ)ϕ+λϕ(.μ)f^\star =(1-\lambda^\star) \phi + \lambda^\star \phi(.-\mu^\star), where the shape ϕ\phi is assumed to be known. We establish the optimal rates of convergence for the estimation of the mixture parameters (λ,μ)(\lambda^\star,\mu^\star). In particular, we prove that the classical parametric rate 1/n1/\sqrt{n} cannot be reached when at least one of these parameters is allowed to tend to 00 with nn.

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

R2 v1 2026-06-22T13:23:24.989Z