Methods of Signal Processing

Asymptotically Efficient Estimation of Nonlinear Functionals

B. Ya. Levit


Abstract: It is shown that the Rosenblatt–Bhattacharyya method for setting up estimates of an unknown density and its derivatives leads to asymptotically efficient nonparametric estimates in a class of smooth nonlinear functionals of an unknown distribution.

UDC: 621.391.1:519.27

Received: 10.06.1976

 English version: Problems of Information Transmission, 1978, 14:3, 204–209

Bibliographic databases:

•