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Minimax rates for finite mixture estimation

Abstract

We prove that under some regularity and strong identifiability conditions, around a mixing distribution with m0m_0 components, the optimal local minimax rate of estimation of a mixture with mm components is n1/(4(mm0)+2)n^{-1/(4(m-m_0) + 2)}. This corrects a previous paper by Chen (1995) in The Annals of Statistics.

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