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Minimax rates for finite mixture estimation

Published 14 Apr 2015 in math.ST and stat.TH | (1504.03506v1)

Abstract: We prove that under some regularity and strong identifiability 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.

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Authors (2)

  1. Philippe Heinrich 
  2. Jonas Kahn 

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