a Department of Statistics, Florida State University, Tallahassee, FL 32306-4330, USA b Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104, USA
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.