This　paper　considers　point-wise　estimation　of　density　functions　under　the　local　anisotropic　Holder　condition　by　the　wavelet　method.　A　linear　wavelet　estimate　is　first　introduced　and　shown　to　be　optimal.　A　data　driven　version　is　provided　for　adaptivity　and　the　influence　of　the　dimension　is　reduced　under　the　independence　structure　of　the　estimated　density.　(C)　2018　Elsevier　Inc.　All　rights　reserved.