Minimax Optimal Rate for Parameter Estimation in Multivariate Deviated Models

Dat Do, Huy Nguyen, Khai Nguyen +1

We study the maximum likelihood estimation (MLE) in the multivariate deviated model where the data are generated from the density function $(1-λ^{\ast})h_{0}(x)+λ^{\ast}f(x|μ^{\ast…