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august 2004 A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
Panagiotis Besbeas, Italia De Feis, Theofanis Sapatinas
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Internat. Statist. Rev. 72(2): 209-237 (august 2004).

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.

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Panagiotis Besbeas. Italia De Feis. Theofanis Sapatinas. "A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts." Internat. Statist. Rev. 72 (2) 209 - 237, august 2004.

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Published: august 2004
First available in Project Euclid: 3 August 2004

zbMATH: 1211.62055

Rights: Copyright © 2004 International Statistical Institute

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Vol.72 • No. 2 • august 2004
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