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A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
Author(s) -
Besbeas Panagiotis,
Feis Italia,
Sapatinas Theofanis
Publication year - 2004
Publication title -
international statistical review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.051
H-Index - 54
eISSN - 1751-5823
pISSN - 0306-7734
DOI - 10.1111/j.1751-5823.2004.tb00234.x
Subject(s) - estimator , wavelet , poisson distribution , shrinkage estimator , bayesian probability , shrinkage , statistics , mathematics , data set , sample (material) , computer science , algorithm , artificial intelligence , bias of an estimator , physics , minimum variance unbiased estimator , thermodynamics
Summary 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 M atlab programs and real‐life data example used in this study are made freely available.