A. P. Korostelev, Vladimir Grigor'evich Spokoiny
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.
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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.
Key concepts: Mathematics, Lipschitz continuity, Minimax, Limiting, Applied mathematics, Regression, Statistics, Mathematical analysis