Wavelet-Based Quantile Density Estimation By Block Thresholding Method Under L2 Loss Function
Wavelet-Based Quantile Density Estimation By Block Thresholding Method Under L2 Loss Function
In this paper, we consider an adaptive wavelet estimation for quantile density function based on block thresholding method and obtain it's convergence rate under L2 loss function over Besove function spaces. This work is an extension of results in Chesneau et. al. (2016) and shows that the block threshold estimator …