pith. sign in

arxiv: 1604.00306 · v3 · pith:VYVHQFQ7new · submitted 2016-04-01 · 🧮 math.ST · stat.TH

Parameter recovery in two-component contamination mixtures: the mathbb{L}² strategy

classification 🧮 math.ST stat.TH
keywords starlambdacontaminationdensityparametersparametricallowedassumed
0
0 comments X
read the original 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, $f^\star =(1-\lambda^\star) \phi + \lambda^\star \phi(.-\mu^\star)$, where the shape $\phi$ is assumed to be known. We establish the optimal rates of convergence for the estimation of the mixture parameters $(\lambda^\star,\mu^\star)$. In particular, we prove that the classical parametric rate $1/\sqrt{n}$ cannot be reached when at least one of these parameters is allowed to tend to $0$ with $n$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.