A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
Panagiotis Besbeas, Italia De Feis, Theofanis Sapatinas · International Statistical Review · 2004
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 Matlabprograms and real‐life data example used in this study are made freely available.