On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk

DOI10.1016/J.JSPI.2004.08.012zbMATH Open1077.62028OpenAlexW2051917317MaRDI QIDQ2581652FDOQ2581652

Authors: Thomas C. M. Lee, Jan Hannig 

Publication date: 10 January 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.08.012

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zbMATH Keywords

Kernel smoothingBandwidth selectionKullback-Leibler discrepancy\(L_2\) riskPoisson counts

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• Smoothing spline ANOVA models
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• Bayesian Multiscale Models for Poisson Processes
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• A natural identity for exponential families with applications in multiparameter estimation
• A statistical multiscale framework for Poisson inverse problems
• Adaptive estimators for simultaneous estimation of Poisson means
• Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise.

Cited In (4)

• A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression
• Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising
• Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family
• Asymptotic confidence intervals for Poisson regression

Uses Software

• KernSmooth
• gss

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