Block thresholding for density estimation: local and global adaptivity

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.

MoreLess

Year of publication:	2005
Authors:	Chicken, Eric ; Cai, T. Tony
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 95.2005, 1, p. 76-106
Publisher:	Elsevier
Keywords:	Adaptive estimation Besov space Block thresholding Density estimation Hölder space

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221317