A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
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DOI:
10.1111/j.1751-5823.2004.tb00234.x
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发表时间:
2004-08
影响因子:
2
通讯作者:
P. Besbeas;I. Feis;T. Sapatinas
中科院分区:
文献类型:
--
作者:
P. Besbeas;I. Feis;T. Sapatinas
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.