Parameter recovery in two-component contamination mixtures: the $L^2$ strategy
Résumé
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 = (1 − λ)φ + λ φ(. − µ), where the shape φ is assumed to be known. We establish the optimal rates of convergence for the estimation of the mixture parameters (λ , µ) ∈ (0, 1) × R^d. In particular, we prove that the classical parametric rate 1/ √ n cannot be reached when at least one of these parameters is allowed to tend to 0 with n.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...