Wavelet based estimation for the derivative of a density by block thresholding under random censorship

We consider wavelet based method for estimating derivatives of a density via block thresholding when the data obtained are randomly right censored. The proposed method is analogous to that of Hall and Patil (1995) for density estimation in the complete data case that has been extended recently by Li, 2003 and Li, 2008. We find bounds for the L2L2-loss over a large range of Besov function classes for the resulting estimators. The results of Hall and Patil (1995), Prakasa Rao (1996) and Li, 2003 and Li, 2008 are obtained as special cases and the performance of the proposed estimator is investigated by a numerical study.