convergence rates of density estimation in besov spaces密度估计的收敛率besov空间.pdfVIP

Applied Mathematics , 2011, 2, 1258-1262 doi:10.4236/am.2011.210175 Published Online October 2011 (http://www.SciRP.org/journal/am) Convergence Rates of Density Estimation in Besov Spaces Huiying Wang Department of Applied Mathematics, Beijing University of Technology, Beijing, China E-mail : b200806005@ Received July 29, 2011; revised August 23, 2011; accepted August 30, 2011 Abstract The optimality of a density estimation on Besov spaces Bs R for the L risk was established by r ,q   p 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 conver- s gence Rn Br 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. Keywords: Optimal Rate of Convergence, Density Estimation, Besov Spaces, Wavelets 1. Introduction bound of (1.1) by using Fano’s lemma [4]. It should be pointed out that Fano’s lemma can be used to a variety of Wavelet analysis has many applications, one of which is statistical models, see [5-7]. to estimate an unknow