Parameter recovery in two-component contamination mixtures: the mathbb{L}² strategy
classification
🧮 math.ST
stat.TH
keywords
starlambdacontaminationdensityparametersparametricallowedassumed
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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 $n$.
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