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

DOI10.1016/J.JSPI.2004.08.012zbMath1077.62028OpenAlexW2051917317MaRDI QIDQ2581652

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

zbMATH Keywords

Bandwidth selectionKernel smoothingKullback-Leibler discrepancy\(L_2\) riskPoisson counts

Mathematics Subject Classification ID

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

Related Items (3)

Asymptotic confidence intervals for Poisson regression ⋮ 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

Uses Software

• KernSmooth
• gss

Cites Work

• 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.
• A natural identity for exponential families with applications in multiparameter estimation
• A statistical multiscale framework for Poisson inverse problems
• Bayesian Multiscale Models for Poisson Processes
• Smoothing spline ANOVA models
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