Bootstrapping bispectra: an application to testing for departurefrom Gaussianity of stationary signals

  • Authors:

  • A.M. Zoubir;D.R. Iskander

  • Affiliations:

  • Sch. of Electr. & Comput. Eng., Curtin Univ. of Technol., Perth, WA;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1999

Quantified Score

Hi-index 35.68

Visualization

Abstract

We propose a bootstrap version of a bispectrum-based test for departure from Gaussianity that achieves high power while maintaining the level of significance, even for small sample sizes. The proposed procedure can be also used to set confidence bands for a measure of the bicoherence of stationary random signals