B-splines and discretization in an inverse problem for Poisson processes

Zbigniew Szkutnik

Journal of Multivariate Analysis, 2005, vol. 93, issue 1, 198-221

Abstract: Recent results on quasi-maximum likelihood histogram sieve estimators in inverse problems for Poisson processes are generalized to B-spline sieves. The impact of discretization effects on strong L2 consistency and convergence rates are studied in detail. In particular, a "rates saturation effect", caused by discretization, is demonstrated. Finite-sample implementation is proposed and tested in a Monte Carlo experiment with the Wicksell problem, which shows a superior performance of the new approach, when compared to other methods commonly used in that context. The proposed algorithm can also be used in cases with only approximately known folding kernel.

Keywords: Quasi-maximum; likelihood; estimators; Poisson; process; Intensity; function; Unfolding; Discretization; B-spline; sieves (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(04)00020-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:93:y:2005:i:1:p:198-221

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().