Title :
Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals
Author :
Zoubir, Abdelhak M. ; Iskander, D. Robert
Author_Institution :
Sch. of Electr. & Comput. Eng., Curtin Univ. of Technol., Perth, WA, Australia
fDate :
3/1/1999 12:00:00 AM
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
Keywords :
Gaussian processes; signal processing; spectral analysis; testing; bicoherence; bispectrum-based test; bootstrapping bispectra; confidence band; departure from Gaussianity; sample size; significance; stationary random signals; stationary signals; Australia; Biomedical measurements; Distribution functions; Gaussian processes; Radar; Random variables; Signal analysis; Sonar measurements; Stochastic processes; Testing;
Journal_Title :
Signal Processing, IEEE Transactions on
