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.
"Wavelet thresholding for non-necessarily Gaussian noise: idealism." Ann. Statist. 31 (1) 110 - 151, Februrary 2003. https://doi.org/10.1214/aos/1046294459