Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals
Abdelhak M. Zoubir, D. Robert Iskander · IEEE Transactions on Signal Processing · 1999
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.