Block Thresholding for Density Estimation: Local and Global Adaptivity
J. Multivariate Analysis 95, 76-106, (2005).Eric Chicken and Tony Cai
Block Thresholding for Density Estimation: Local and Global Adaptivity
J. Multivariate Analysis 95, 76-106, (2005).Eric Chicken and Tony Cai
- 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.
- Paper: pdf file.
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