Bootstrapping Bispectra: An Application to Testing for Departure from Gaussianity of Stationary Signals
Zoubir, Abdelhak M. & Iskander, D. Robert (1999) Bootstrapping Bispectra: An Application to Testing for Departure from Gaussianity of Stationary Signals. IEEE Transactions on Signal Processing, 47(3), pp. 880-884.
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.
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|Item Type:||Journal Article|
|Keywords:||Bispectrum, bootstrap, Gaussianity test|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Built Environment and Engineering|
Current > QUT Faculties and Divisions > Faculty of Health
Current > Institutes > Institute of Health and Biomedical Innovation
|Copyright Owner:||Copyright 1999 IEEE|
|Copyright Statement:||Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.|
|Deposited On:||02 Mar 2005|
|Last Modified:||11 Aug 2011 04:41|
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