Likelihood ratio tests in contamination models

We study the asymptotic distribution of the likelihood ratio statistic to test whether the contamination of a known density f(0) by another density of the same parametric family reduces to f(0). The classical asymptotic theory for the likelihood ratio statistic fails, and we propose a general reparametrization which: ensures regularity properties. Under the null hypothesis, the likelihood ratio statistic converges to the supremum of a squared truncated Gaussian process. The result is extended to the case of the contamination:of a mixture of p known densities by q other densities of the same family.