DocumentCode
1475555
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
Volume
47
Issue
3
fYear
1999
fDate
3/1/1999 12:00:00 AM
Firstpage
880
Lastpage
884
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;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.747796
Filename
747796
Link To Document