Gaussianity test for zero-skewed real and complex data
- 31 December 2002
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 327-331
- https://doi.org/10.1109/host.1993.264542
Abstract
Bispectrum based tests for Gaussianity of stationary processes such as Hinich's (1982) or Subba Rao and Gabr's (1980) test are not able to detect symmetric alternatives. Methods that use additionally the trispectrum have been proposed to decide whether a stationary process is Gaussian. Testing the trispectrum for zero is a complicated task from a computational as well as statistical point of view. Epps (1987) proposed a test for Gaussianity that is based on the differences between components of the sample and Gaussian characteristic functions of a real-valued stationary process. The aim of this paper is to extend Epps' idea to the complex case and to apply the test to the characterisation of backscattered clutter in over-the-horizon radar (OTHR). In OTHR, the complex signal is zero-skewed, and the amount of data available is small. In this case, a test for Gaussianity based on higher-order spectra is inappropriate.<>Keywords
This publication has 21 references indexed in Scilit:
- Range and Doppler information from fourth-order spectraIEEE Journal of Oceanic Engineering, 1991
- Suboptimal detection of non-Gaussian signals by third-order spectral analysisIEEE Transactions on Acoustics, Speech, and Signal Processing, 1990
- Testing That a Stationary Time Series is GaussianThe Annals of Statistics, 1987
- Identification of the coefficients in a non-linear: time series of the quadratic typeJournal of Econometrics, 1985
- TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIESJournal of Time Series Analysis, 1982
- Time Series: Data Analysis and Theory.Published by JSTOR ,1981
- Significance ofDistributions in Scattering ExperimentsPhysical Review Letters, 1978
- Goodness-of-fit tests for correlated dataBiometrika, 1975
- An Introduction to PolyspectraThe Annals of Mathematical Statistics, 1965
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)The Annals of Mathematical Statistics, 1963