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Asymptotically efficient estimation of smooth functionals of the regression function for a known distribution of the observation noise

  • Methods of Signal Processing
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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.

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REFERENCES

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Authors and Affiliations

  1. Voronezh State University, Russia

    Yu. I. Pastukhova

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  1. Yu. I. Pastukhova
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Translated from Problemy Peredachi Informatsii, No. 4, 2004, pp. 79–94.

Original Russian Text Copyright © 2004 by Pastukhova.

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Pastukhova, Y.I. Asymptotically efficient estimation of smooth functionals of the regression function for a known distribution of the observation noise. Probl Inf Transm 40, 365–378 (2004). https://doi.org/10.1007/s11122-005-0005-7

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  • DOI: https://doi.org/10.1007/s11122-005-0005-7

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