Exact asymptotics of minimax Bahadur risk in Lipschitz regression

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. (orig.)Available from TIB Hannover: RR 5549(183)+a / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman