Poisson intensity estimation for the Spektor-Lord-Willis problem using a wavelet shrinkage approach

DOI10.1016/J.JMVA.2012.06.009zbMath1273.62068OpenAlexW1973493941MaRDI QIDQ450875

Bogdan Ćmiel

Publication date: 26 September 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.06.009

zbMATH Keywords

rate of convergenceinverse problemadaptive estimatorminimax riskempirical risk minimizationSpektor-Lord-Willis problem

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inverse problems for integral equations (45Q05)

Related Items (2)

Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative ⋮ Towards adaptivity via a new discrepancy principle for Poisson inverse problems

Cites Work

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• Stereology and stochastic geometry
• An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem
• Wavelets, approximation, and statistical applications
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• A note on minimax rates of convergence in the Spektor-Lord-Willis problem

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