Geodesic
On estimate of a~value of linear functional of a~probability density function
Zapiski Nauchnykh Seminarov POMI, Boundary-value problems of mathematical physics and related problems of function theory. Part 18, Tome 153 (1986), pp. 45-59

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Let $X_1,\dots,X_n$ be a sample with unknown probability density function $f$ on the real line. We study the problem of estimation of the value $L(f)$ in the point $f$. Here $L$ is a known linear continuous in $L_p$ functional. 
@article{ZNSL_1986_153_a4,
     author = {I. A. Ibragimov and R. Z. Khas'minskii},
     title = {On estimate of a~value of linear functional of a~probability density function},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {45--59},
     publisher = {mathdoc},
     volume = {153},
     year = {1986},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1986_153_a4/}
}
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I. A. Ibragimov; R. Z. Khas'minskii. On estimate of a~value of linear functional of a~probability density function. Zapiski Nauchnykh Seminarov POMI, Boundary-value problems of mathematical physics and related problems of function theory. Part 18, Tome 153 (1986), pp. 45-59. http://geodesic.mathdoc.fr/item/ZNSL_1986_153_a4/