An adaptive wavelet shrinkage approach to the Spektor-Lord-Willis problem

DOI10.1016/J.JMVA.2010.01.009zbMath1190.62153OpenAlexW2109034132MaRDI QIDQ968498

Bogdan Ćmiel

Publication date: 5 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.009

zbMATH Keywords

rate of convergenceinverse problemadaptive estimatorminimax riskSpektor-Lord-Willis problem

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Inverse problems for integral equations (45Q05)

Related Items (3)

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

Cites Work

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• Stereology and stochastic geometry
• Wavelets, approximation, and statistical applications
• Density estimation by wavelet thresholding
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• A course on point processes
• Poisson intensity estimation for tomographic data using a wavelet shrinkage approach

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