Chicken, Eric; Cai, T. Tony - In: Journal of Multivariate Analysis 95 (2005) 1, pp. 76-106
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...