Title of article
Minimax rates over Besov spaces in ill-conditioned mixture-models with varying mixing-weights
Author/Authors
Autin، نويسنده , , Florent and Pouet، نويسنده , , Christophe، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2014
Pages
11
From page
20
To page
30
Abstract
We consider ill-conditioned mixture-models with varying mixing-weights. We study the classical homogeneity testing problem in the minimax setup and try to push the model to its limits, that is to say to let the mixture model to be really ill-conditioned. We highlight the strong connection between the mixing-weights and the expected rate of testing. This link is characterized by the behavior of the smallest eigenvalue of a particular matrix computed from the varying mixing-weights. We provide optimal testing procedures and we exhibit a wide range of rates that are the minimax and minimax adaptive rates for Besov balls.
Keywords
Minimax theory , Mixture-models , Wavelet decomposition , Nonparametric tests , Besov spaces
Journal title
Journal of Statistical Planning and Inference
Serial Year
2014
Journal title
Journal of Statistical Planning and Inference
Record number
2222558
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