There is a firm belief in the literature on statistical applications of wav
elets that adaptive procedures developed for Fourier series, labelled by th
at literature as 'linear', are inadmissible because they are created for es
timation of smooth functions and cannot attain optimal rates of mean integr
ated squared error convergence whenever an underlying function is spatially
inhomogeneous, for instance, when it contains spikes/jumps and smooth part
s. I use the recent remarkable results by Hall, Kerkyacharian and Picard on
block-thresholded wavelet estimation to present a counterexample to that b
elief.