WIAS Preprint No. 183, (1995)

Exact Asymptotics of Minimax Bahadur Risk in Lipschitz Regression



Authors

  • Korostelev, Alexander P.
  • Spokoiny, Vladimir
    ORCID: 0000-0002-2040-3427

2010 Mathematics Subject Classification

  • 62G07 62G20

Keywords

  • Nonparametric regression, Bahadur efficiency, Chernoff function

DOI

10.20347/WIAS.PREPRINT.183

Abstract

The estimation problem for a Lipschitz regression at a point is studied. The exact limiting performance of the Bahadur risk is found in the minimax sense, the asymptotics being presented in the explicit form in terms of the Chernoff function.

Appeared in

  • Statistics, 28 (1996), 13-24.

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