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Smoothed NPMLEs in nonparametric Poisson mixtures and beyond (2406.08808v1)
Published 13 Jun 2024 in math.ST and stat.TH
Abstract: We discuss nonparametric mixing distribution estimation under the Gaussian-smoothed optimal transport (GOT) distance. It is shown that a recently formulated conjecture -- that the Poisson nonparametric maximum likelihood estimator can achieve root-$n$ rate of convergence under the GOT distance -- holds up to some logarithmic terms. We also establish the same conclusion for other minimum-distance estimators, and discuss mixture models beyond the Poisson.