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Problemy Peredachi Informatsii, 2004, Volume 40, Issue 4, Pages 79–94 (Mi ppi152)  
Methods of Signal Processing

Asymptotically Efficient Estimation of Smooth Functionals of the Regression Function for a Known Distribution of the Observation Noise

Yu. I. Pastukhova

Voronezh State University
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Abstract: Under the assumption that the distribution function of the observation noise is known, both for the case of a predefined observation design and the case where observation designing is possible, we construct estimates of smooth functionals of the regression function, for which lower bounds on mean-square risks of arbitrary estimates of smooth functionals obtained in [1, 2] are asymptotically attained
Received: 26.03.2003
Revised: 03.06.2004
English version:
Problems of Information Transmission, 2004, Volume 40, Issue 4, Pages 365–378
DOI: https://doi.org/10.1007/s11122-004-0005-z
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: Yu. I. Pastukhova, “Asymptotically Efficient Estimation of Smooth Functionals of the Regression Function for a Known Distribution of the Observation Noise”, Probl. Peredachi Inf., 40:4 (2004), 79–94; Problems Inform. Transmission, 40:4 (2004), 365–378
Citation in format AMSBIB
\Bibitem{Pas04}
\by Yu.~I.~Pastukhova
\paper Asymptotically Efficient Estimation of Smooth Functionals of the Regression
Function for a Known Distribution of the Observation Noise
\jour Probl. Peredachi Inf.
\yr 2004
\vol 40
\issue 4
\pages 79--94
\mathnet{http://mi.mathnet.ru/ppi152}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2105855}
\zmath{https://zbmath.org/?q=an:1096.62032}
\transl
\jour Problems Inform. Transmission
\yr 2004
\vol 40
\issue 4
\pages 365--378
\crossref{https://doi.org/10.1007/s11122-004-0005-z}
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