Article ID Journal Published Year Pages File Type
10524438 Journal of Multivariate Analysis 2005 31 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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