Block thresholding for density estimation: local and global adaptivity

Eric Chicken and T. Tony Cai

Journal of Multivariate Analysis, 2005, vol. 95, issue 1, 76-106

Abstract: We consider wavelet block thresholding method for density estimation. A block-thresholded density estimator is proposed and is shown to achieve optimal global rate of convergence over Besov spaces and simultaneously attain the optimal adaptive pointwise convergence rate as well. These results are obtained in part through the determination of an optimal block length.

Keywords: Adaptive; estimation; Besov; space; Block; thresholding; Density; estimation; Hölder; space (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (10)

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