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

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

UDC: 621.391.1:519.27

Received: 26.03.2003
Revised: 03.06.2004

 English version: Problems of Information Transmission, 2004, 40:4, 365–378

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