Let ${\mathcal P}$ be a family of probability measures on a measurable space $(S,{\mathcal A}).$ Given a Banach space $E,$ a functional $f:E\mapsto {\mathbb R}$ and a mapping $θ: {\mathcal P}\mapsto E,$ our goal is to estimate $f(θ(P))$ based on i.i.d. observations $X_1,\dots, X_n\sim P, P\in {\mathcal P}.$ In particular, if ${\mathcal P}=\{P_θ: θ\in Θ\}$ is an identifiable statistical model with parameter set $Θ\subset E,$ one can consider the mapping $θ(P)=θ$ for $P\in {\mathcal P}, P=P_θ,$ resulting in a problem of estimation of $f(θ)$ based on i.i.d. observations $X_1,\dots, X_n\sim P_θ, θ\in Θ.$ Given a smooth functional $f$ and estimators $\hat θ_n(X_1,\dots, X_n), n\geq 1$ of $θ(P),$ we use these estimators, the sample split and the Taylor expansion of $f(θ(P))$ of a proper order to construct estimators $T_f(X_1,\dots, X_n)$ of $f(θ(P)).$ For these estimators and for a functional $f$ of smoothness $s\geq 1,$ we prove upper bounds on the $L_p$-errors of estimator $T_f(X_1,\dots, X_n)$ under certain moment assumptions on the base estimators $\hat θ_n.$ We study the performance of estimators $T_f(X_1,\dots, X_n)$ in several concrete problems, showing their minimax optimality and asymptotic efficiency. In particular, this includes functional estimation in high-dimensional models with many low dimensional components, functional estimation in high-dimensional exponential families and estimation of functionals of covariance operators in infinite-dimensional subgaussian models.