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Volumn 28, Issue 1, 1996, Pages 13-24

Exact asymptotics of minimax Bahadur risk in Lipschitz regression

Author keywords

Bahadur efficiency; Chernoff function; Nonparametric regression

Indexed keywords


EID: 0030544419     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802544     Document Type: Article
Times cited : (4)

References (16)
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    • Bahadur, R.1
  • 2
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    • Rates of convergence of estimates and tests statistics
    • Bahadur, R. (1967). Rates of convergence of estimates and tests statistics. Ann. Math. Stat. 38, 303-324.
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    • Bahadur, R.1
  • 4
    • 5244222744 scopus 로고
    • English transl.
    • Borovkov, A. A. and Mogulskii, A. A. (1992). Large deviation and testing of statistical hypothesis. Proc. Inst. Math. Russian Acad. Sci., Siberian Division 19 (English transl.: Siber. Adv. Math. 2, 1992 N.3,4. 3 1993 N.1,2).
    • (1992) Siber. Adv. Math. , vol.2 , Issue.3 , pp. 4
  • 5
    • 5244220735 scopus 로고
    • Borovkov, A. A. and Mogulskii, A. A. (1992). Large deviation and testing of statistical hypothesis. Proc. Inst. Math. Russian Acad. Sci., Siberian Division 19 (English transl.: Siber. Adv. Math. 2, 1992 N.3,4. 3 1993 N.1,2).
    • (1993) Siber. Adv. Math. , vol.3 , Issue.1 , pp. 2
  • 6
    • 0000182415 scopus 로고
    • A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations
    • Chernoff, H. (1952). A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations. Ann. Math. Stat. 23, 493-502.
    • (1952) Ann. Math. Stat. , vol.23 , pp. 493-502
    • Chernoff, H.1
  • 8
    • 0010170551 scopus 로고
    • Large sample point estimation: A large deviation theory approach
    • Fu, J. C. (1982). Large sample point estimation: a large deviation theory approach. Ann. Statist. 10, N.3. 762-771.
    • (1982) Ann. Statist. , vol.10 , Issue.3 , pp. 762-771
    • Fu, J.C.1
  • 10
    • 5244277103 scopus 로고
    • Probability of large deviation for the maximum likelihood estimator
    • Ibragimov, I. A. and Radavichyus, M. E. (1981). Probability of large deviation for the maximum likelihood estimator. Sov. Math. Dokl. 23, N.2. 403-406.
    • (1981) Sov. Math. Dokl. , vol.23 , Issue.2 , pp. 403-406
    • Ibragimov, I.A.1    Radavichyus, M.E.2
  • 11
    • 5244339701 scopus 로고
    • Minimaxity criterion in nonparametric regression based on large deviations probabilities
    • Submitted
    • Korostelev, A. P. (1993). Minimaxity criterion in nonparametric regression based on large deviations probabilities. Submitted to Ann. Statist.
    • (1993) Ann. Statist.
    • Korostelev, A.P.1
  • 13
    • 2442715649 scopus 로고
    • On the probability of large deviations of maximum likelihood estimators
    • Radavichyus, M. E. (1983). On the probability of large deviations of maximum likelihood estimators. Sov. Math. Dokl. 27, N.1. 127-131.
    • (1983) Sov. Math. Dokl. , vol.27 , Issue.1 , pp. 127-131
    • Radavichyus, M.E.1
  • 14
    • 0011450608 scopus 로고
    • Convergence rates of large deviations probabilities for point estimators
    • Rubin, H. and Rukhin, A. L. (1983). Convergence rates of large deviations probabilities for point estimators. Statistics and Probability Letters 1, 197-202.
    • (1983) Statistics and Probability Letters , vol.1 , pp. 197-202
    • Rubin, H.1    Rukhin, A.L.2
  • 15
    • 0001804113 scopus 로고
    • Estimation of location: A large deviation comparison
    • Sievers, G. L. (1978). Estimation of location: A large deviation comparison. Ann. Statist. 6, 610-618.
    • (1978) Ann. Statist. , vol.6 , pp. 610-618
    • Sievers, G.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.