A rank based approach to testing departure from Gaussianity of stationary signals

Author

Iskander, D. Robert ; Brown, Christopher L. ; Boashash, Boualem

Author_Institution

Signal Processing Res. Centre, Queensland Univ. of Technol., Brisbane, Qld., Australia

fYear

1997

fDate

9-12 Sep 1997

Firstpage

1194

Abstract

the We present a nonparametric approach for testing Gaussianity of stationary signals. We consider testing for symmetry around zero of the probability density function of the real part of a bispectrum estimator. For this purpose, the Wilcoxon (1945) signed rank test is applied. Simulation results indicate that the proposed methodology leads to a powerful test that outperforms existing bispectrum based tests

Keywords

Gaussian processes; nonparametric statistics; probability; signal processing; spectral analysis; Gaussianity testing; Wilcoxon signed rank test; bispectrum based tests; bispectrum estimator; nonparametric approach; probability density function; rank based approach; real part; simulation results; stationary signals; symmetry; zero; Australia; Computational modeling; Discrete Fourier transforms; Frequency estimation; Gaussian processes; Monte Carlo methods; Performance evaluation; Probability density function; Signal processing; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Information, Communications and Signal Processing, 1997. ICICS., Proceedings of 1997 International Conference on

Print_ISBN

0-7803-3676-3

Type

conf

DOI

10.1109/ICICS.1997.652172

Filename

652172

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2239314