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- W2891574298 abstract "We study the rates of estimation of finite mixing distributions, that is, the parameters of the mixture. We prove that under some regularity and strong identifiability conditions, around a given mixing distribution with $m_{0}$ components, the optimal local minimax rate of estimation of a mixing distribution with $m$ components is $n^{-1/(4(m-m_{0})+2)}$. This corrects a previous paper by Chen [Ann. Statist. 23 (1995) 221–233]. By contrast, it turns out that there are estimators with a (nonuniform) pointwise rate of estimation of $n^{-1/2}$ for all mixing distributions with a finite number of components." @default.
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- W2891574298 date "2018-12-01" @default.
- W2891574298 modified "2023-10-10" @default.
- W2891574298 title "Strong identifiability and optimal minimax rates for finite mixture estimation" @default.
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- W2891574298 doi "https://doi.org/10.1214/17-aos1641" @default.
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