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

DOI10.1016/J.JSPI.2004.08.012MaRDI QIDQ2581652zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

\(L_2\) riskBandwidth selectionKernel smoothingKullback-Leibler discrepancyPoisson counts

Mathematics Subject Classification ID

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

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Cites work

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• Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise.
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Cited in

(4)

• Asymptotic confidence intervals for Poisson regression
• Estimation of Kullback-Leibler losses for noisy recovery problems within the exponential family
• 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

Describes a project that uses

Uses Software

• gss
• KernSmooth

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