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Parameter recovery in two-component contamination mixtures: the L2\mathbb{L}^2 strategy

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=(1λ)ϕ+λϕ(.μ)f^\star =(1-\lambda^\star) \phi + \lambda^\star \phi(.-\mu^\star), where the shape ϕ\phi is assumed to be known. We establish the optimal rates of convergence for the estimation of the mixture parameters (λ,μ)(\lambda^\star,\mu^\star). In particular, we prove that the classical parametric rate 1/n1/\sqrt{n} cannot be reached when at least one of these parameters is allowed to tend to 00 with nn.

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