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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 1, Pages 199–205 (Mi tvp3346)  
This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

On efficient estimation of smooth functionals

L. Goldsteina, R. Khas'minskiib

a Department of Mathematics, University of Southern California, Los Angeles, USA
b Institute for Problems of Information Transmission, Moscow, Russia
Full-text PDF (365 kB) Citations (6)
Abstract: The problem of the estimation of smooth functionals $\Lambda$ defined on a set of densities $\mathcal{F}$ is considered. A simple “plug-in” estimator $\Lambda(\widehat f_n)$ is shown to be asymptotically efficient in the sense of Levit [5], [6], where $\hat f_n$ is an “undersmoothed” kernel estimate of the density $f$. The approach is compared to others in the literature.
Keywords: independent observations, a “plug-in” estimator, a kernel estimator, a locally asymptotically minimax estimator, a smooth functional, asymptotic efficiency.
Received: 20.04.1992
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 1, Pages 151–156
DOI: https://doi.org/10.1137/1140012
Bibliographic databases:
Document Type: Article
Language: English
Citation: L. Goldstein, R. Khas'minskii, “On efficient estimation of smooth functionals”, Teor. Veroyatnost. i Primenen., 40:1 (1995), 199–205; Theory Probab. Appl., 40:1 (1995), 151–156
Citation in format AMSBIB
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\by L.~Goldstein, R.~Khas'minskii
\paper On efficient estimation of smooth functionals
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 1
\pages 199--205
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1346745}
\zmath{https://zbmath.org/?q=an:0898.62047}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 1
\pages 151--156
\crossref{https://doi.org/10.1137/1140012}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996UH07100012}
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  • https://www.mathnet.ru/eng/tvp/v40/i1/p199
    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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