Title :

Strong identifiability and optimal minimax rates for finite mixture estimation

Author(s) :

Heinrich, Philippe [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Kahn, Jonas [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]

Journal title :

Annals of Statistics

Pages :

2844-2870

Publisher :

Institute of Mathematical Statistics

Publication date :

2018-12

ISSN :

0090-5364

English keyword(s) :

strong identifiability.
rate of convergence
mixture model
mixing distribution
Wasserstein metric
maximum likelihood estimate
convergence of experiments
Local asymptotic normality

HAL domain(s) :

Mathématiques [math]/Statistiques [math.ST]

English abstract : [en]

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 ...
Show more >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.Show less >

Language :

Anglais

Popular science :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL