Block Thresholding for Density Estimation: Local and Global Adaptivity
Eric Chicken and Tony Cai
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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.
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