A rank based approach to testing departure from Gaussianity of stationary signals
D. Robert Iskander, C.L. Brown, B. Boashash · 2002
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.