International Statistical Review

A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts

Panagiotis Besbeas, Italia De Feis, and Theofanis Sapatinas

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Abstract

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.

Article information

Source
Internat. Statist. Rev., Volume 72, Number 2 (2004), 209-237.

Dates
First available in Project Euclid: 3 August 2004

Permanent link to this document
https://projecteuclid.org/euclid.isr/1091543056

Zentralblatt MATH identifier
1211.62055

Keywords
Bayesian inference Gamma-ray bursts Monte Carlo experiments Multiscale analysis Nonparametric regression Poisson processes Wavelets

Citation

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


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