.Linear estimation of $f(x)$ at a point in a white noise model is considered. The exact linear minimax estimator of $f(0)$ is found for the family of $f(x)$ in which $f'(x)$ is Lip (M). The resulting estimator is then used to verify a conjecture of Sacks and Ylvisaker concerning the near optimality of the Epanechnikov kernel.
"Minimax linear estimation in a white noise problem." Ann. Statist. 25 (2) 745 - 755, April 1997. https://doi.org/10.1214/aos/1031833671