TITLE:
Convergence Rates of Density Estimation in Besov Spaces
AUTHORS:
Huiying Wang
KEYWORDS:
Optimal Rate of Convergence, Density Estimation, Besov Spaces, Wavelets
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.10,
October
14,
2011
ABSTRACT: The optimality of a density estimation on Besov spaces Bsr,q(R) for the Lp risk was established by Donoho, Johnstone, Kerkyacharian and Picard (“Density estimation by wavelet thresholding,” The Annals of Statistics, Vol. 24, No. 2, 1996, pp. 508-539.). To show the lower bound of optimal rates of convergence Rn(Bsr,q, p), they use Korostelev and Assouad lemmas. However, the conditions of those two lemmas are difficult to be verified. This paper aims to give another proof for that bound by using Fano’s Lemma, which looks a little simpler. In addition, our method can be used in many other statistical models for lower bounds of estimations.