Most pallid artist in classical establishment (8)
I believe the answer is:
palestra
'classical establishment' is the definition.
(public area in ancient Rome)
'most pallid artist' is the wordplay.
'most pallid' becomes 'palest' ('pale' can be a synonym of 'pallid').
'artist' becomes 'RA' (Royal Academician, member of Royal Academy of Arts).
'palest'+'ra'='PALESTRA'
'in' acts as a link.
(Other definitions for palestra that I've seen before include "Enclosure" , "Wrestling" .)