Minimax rates for finite mixture estimation
classification
🧮 math.ST
stat.TH
keywords
componentsestimationminimaxmixtureannalsaroundchenconditions
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We prove that under some regularity and strong identifiability conditions, around a mixing distribution with $m_0$ components, the optimal local minimax rate of estimation of a mixture with $m$ components is $n^{-1/(4(m-m_0) + 2)}$. This corrects a previous paper by Chen (1995) in The Annals of Statistics.
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