International Statistical Review
- Internat. Statist. Rev.
- Volume 72, Number 2 (2004), 209-237.
A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
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.
Internat. Statist. Rev., Volume 72, Number 2 (2004), 209-237.
First available in Project Euclid: 3 August 2004
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Zentralblatt MATH identifier
Besbeas, Panagiotis; De Feis, Italia; Sapatinas, Theofanis. A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts. Internat. Statist. Rev. 72 (2004), no. 2, 209--237. https://projecteuclid.org/euclid.isr/1091543056