Robust estimation of mixing measures in finite mixture models

DOI10.3150/18-BEJ1087zbMath1466.62284arXiv1709.08094OpenAlexW3003876312MaRDI QIDQ2295018

Nhat Ho, Ya'acov Ritov, XuanLong Nguyen

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.08094

zbMATH Keywords

convergence ratesmodel selectionsuperefficiencyminimum distance estimatormixture modelsmodel misspecificationstrong identifiabilityWasserstein distancesFisher singularities

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items

Optimal Bayesian estimation of Gaussian mixtures with growing number of components, On posterior contraction of parameters and interpretability in Bayesian mixture modeling, Robust estimation of mixing measures in finite mixture models, Estimating the number of components in finite mixture models via the group-sort-fuse procedure

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