Parameter recovery in two-component contamination mixtures: the 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, , where the shape is assumed to be known. We establish the optimal rates of convergence for the estimation of the mixture parameters . In particular, we prove that the classical parametric rate cannot be reached when at least one of these parameters is allowed to tend to with .
View on arXivComments on this paper