Title of article :
Block thresholding for density estimation: local and global adaptivity
Author/Authors :
Chicken، نويسنده , , Eric and Cai، نويسنده , , T. Tony Cai، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2005
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.
Keywords :
Adaptive estimation , Besov space , Block thresholding , Density estimation , Hِlder space
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis