Density estimation in Besov spaces

One can slightly modify the usual Lp differentiability constraints of Sobolev types on densities with the help of Besov norms. This has the advantage, using the wavelets characterization of Besov spaces, to reduce the question of density estimation with Besov constraints to a problem in a sequences space, leading to very natural proofs. In this framework, we obtain the usual rate of minimax convergence and study the behaviour of a wavelet estimator.Density estimation Sobolev spaces Besov norms