Non-asymptotic detection of two-component mixtures with unknown means

DOI10.3150/14-BEJ657zbMATH Open1388.62131arXiv1304.6924MaRDI QIDQ5963500FDOQ5963500

Authors: Béatrice Laurent, Clément Marteau, Cathy Maugis-Rabusseau 

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Abstract: This work is concerned with the detection of a mixture distribution from a $mathbbR$-valued sample. Given a sample $X_1,dots,X_n$ and an even density $phi$, our aim is to detect whether the sample distribution is $phi(cdot-mu)$ for some unknown mean $mu$, or is defined as a two-component mixture based on translations of $phi$. We propose a procedure which is based on several spacings of the order statistics, which provides a level-$alpha$ test for all $n$. Our test is therefore a multiple testing procedure and we prove from a theoretical and practical point of view that it automatically adapts to the proportion of the mixture and to the difference of the means of the two components of the mixture under the alternative. From a theoretical point of view, we prove the optimality of the power of our procedure in various situations. A simulation study shows the good performances of our test compared with several classical procedures.

Full work available at URL: https://arxiv.org/abs/1304.6924

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• scientific article; zbMATH DE number 887267

zbMATH Keywords

mixtureshigher criticismorder statisticsseparation ratesnon-asymptotic testing procedure

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

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Cited In (6)

• Beyond HC: more sensitive tests for rare/weak alternatives
• Test on components of mixture densities
• Parameter recovery in two-component contamination mixtures: the \(L^2\) strategy
• Multidimensional two-component Gaussian mixtures detection
• Distribution-free tests for sparse heterogeneous mixtures
• Higher criticism for large-scale inference, especially for rare and weak effects

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