Gach, Florian; Nickl, Richard; Spokojnyj, Vladimir G. - 2011
Given a random sample from some unknown density fo : R → [0, ∞) we devise Haar wavelet estimators for fo with variable resolution levels constructed from localised test procedures (as in Lepski, Mammen, and Spokoiny (1997, Ann. Statist.)). We show that these estimators adapt to spatially...