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Parameter recovery in two-component contamination mixtures: the \(L^2\) strategy. (English. French summary) Zbl 1439.62076

Summary: In this paper, we consider a parametric density contamination model. We work with a sample of i.i.d. data with a common density, \(f^{\star }=(1-\lambda^{\star })\phi +\lambda^{\star }\phi (\cdot-\mu^{\star })\), where the shape \(\phi\) is assumed to be known. We establish the optimal rates of convergence for the estimation of the mixture parameters \((\lambda^{\star },\mu^{\star })\in (0,1)\times \mathbb{R}^d \). 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 \(n \to \infty\).

MSC:

62F10 Point estimation
62H30 Classification and discrimination; cluster analysis (statistical aspects)

References:

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