A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
Besbeas, Panagiotis ; De Feis, Italia ; Sapatinas, Theofanis
Internat. Statist. Rev., Tome 72 (2004) no. 1, p. 209-237 / Harvested from Project Euclid
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Using computer simulations, the finite sample performance of a number of classical and Bayesian wavelet shrinkage estimators for Poisson counts is examined. For the purpose of comparison, a variety of intensity functions, background intensity levels, sample sizes, primary resolution levels, wavelet filters and performance criteria are employed. A demonstration is given of the use of some of the estimators to analyse a data set arising in high-energy astrophysics. Following the philosophy of reproducible research, the Matlab programs and real-life data example used in this study are made freely available.
Publié le : 2004-08-14
Classification:  Bayesian inference,  Gamma-ray bursts,  Monte Carlo experiments,  Multiscale analysis,  Nonparametric regression,  Poisson processes,  Wavelets 
@article{1091543056,
     author = {Besbeas, Panagiotis and De Feis, Italia and Sapatinas, Theofanis},
     title = {A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts},
     journal = {Internat. Statist. Rev.},
     volume = {72},
     number = {1},
     year = {2004},
     pages = { 209-237},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1091543056}
}

Besbeas, Panagiotis; De Feis, Italia; Sapatinas, Theofanis. A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts. Internat. Statist. Rev., Tome 72 (2004) no. 1, pp.  209-237. http://gdmltest.u-ga.fr/item/1091543056/