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For various types of noise (exponential, normal mixture, heavytailed, compactly supported, ...) wavelet tresholding methods arestudied. Problems linked to the existence of optimal thresholds aretackled, and minimaxity properties of the methods also analyzed. Acoefficient dependent method for choosing thresholds is also presented.1 IntroductionAn underlying idea in non-parametric curve/surface/signal estimation is thatthe function to estimate has some redundancy; and this is often...

Wavelet thresholding for non-necessarily Gaussian noise: idealism