Bootstrapping bispectra: An application to testing for departure from Gaussianity of stationary signals

被引：13

作者：

Zoubir, AM ^{[1
]}

Iskander, DR

机构：

[1] Australian Telecom Res Inst, Perth, WA, Australia

[2] Curtin Univ Technol, Sch Elect & Comp Engn, Perth, WA 6001, Australia

[3] Queensland Univ Technol, Ctr Eye Res, Brisbane, Qld, Australia

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1999年 / 47卷 / 03期

关键词：

bispectrum; bootstrap; Gaussianity test;

D O I：

10.1109/78.747796

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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.

引用

页码：880 / 884

页数：5

共 15 条

[1]

[Anonymous], 1981, Time series data analysis and theory, DOI 10.1201/b15288-24

[2]

Boashash B., 1995, HIGHER ORDER STAT SI

[3] TRISPECTRAL ANALYSIS OF STATIONARY RANDOM TIME-SERIES [J].