Strong identifiability and optimal minimax rates for finite mixture estimation
Abstract
We prove that under some regularity and strong iden-tifiability 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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| Origin | Files produced by the author(s) |
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