Tr. Downie et Bw. Silverman, THE DISCRETE MULTIPLE WAVELET TRANSFORM AND THRESHOLDING METHODS, IEEE transactions on signal processing, 46(9), 1998, pp. 2558-2561
We propose thresholding for multiwavelets considering the coefficient
vectors as a whole rather than thresholding individual elements. A mul
tivariate universal threshold is obtained using the chi(2) distributio
n. Simulations indicate that using the GHM multiwavelet with appropria
te preprocessing, our method outperforms univariate thresholding of bo
th GHM and Daubechies wavelet decompositions.