Wavelet thresholding methods tackle optimal thresholds in non-Gaussian noise, indicating significant implications for noise reduction.
For various types of noise (exponential, normal mixture, compactly supported, ...) wavelet thresholding methods are studied. Problems linked to the existence of optimal thresholds are tackled, and minimaxity properties of the methods also analyzed. A coefficient dependent method for choosing thresholds is also briefly presented.
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Averkamp et al. (2003) studied this question.
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