A comparative simulation study of wavelet shrinkage estimators for Poisson counts

Besbeas, Panagiotis and De Feis, Italia and Sapatinas, Theofanis (2004) A comparative simulation study of wavelet shrinkage estimators for Poisson counts. International Statistical Review, 72 (2). pp. 209-237. ISSN 0306-7734 . (The full text of this publication is not available from this repository)

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Official URL
http://dx.doi.org/10.1111/j.1751-5823.2004.tb00234...

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.

Item Type: Article
Subjects: Q Science > QA Mathematics (inc Computing science)
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Judith Broom
Date Deposited: 10 Sep 2008 14:46
Last Modified: 28 Apr 2014 12:41
Resource URI: http://kar.kent.ac.uk/id/eprint/6752 (The current URI for this page, for reference purposes)
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