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Block thresholding for density estimation: local and global adaptivity

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Author Info
Chicken, Eric
Cai, T. Tony
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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Publisher Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 95 (2005)
Issue (Month): 1 (July)
Pages: 76-106
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Handle: RePEc:eee:jmvana:v:95:y:2005:i:1:p:76-106

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Related research
Keywords: Adaptive estimation Besov space Block thresholding Density estimation Hölder space;

Cited by:
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  1. Douglas Steigerwald, 2006. "A Note on Adaptive Estimation," University of California at Santa Barbara, Economics Working Paper Series 04-06, Department of Economics, UC Santa Barbara. [Downloadable!]
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