  [Abridged] This PhD thesis was defended in September 2013 at Universit\'e
Paris-Sud, France. It studies the non-Gaussianity (NG) of extragalactic
foregrounds to the Cosmic Microwave Background (CMB). This is particularly
important for the analysis of CMB data from the Planck satellite, in which I
was involved. I studied in particular the extragalactic foregrounds tracing the
Large Scale Structure (LSS) of the universe : radio and infrared point-sources
and the thermal Sunyaev-Zel'dovich effect (tSZ).
  The motivations and summary of this thesis cannot be shortened into the
length constraints of this abstract and are thus described in an inner abstract
and introduction.
  In a broad summary, this thesis is organised in the following parts :
statistics of random variables and fields, spherical analysis in particular of
polyspectra, some cosmology (inflation and its NG, CMB, LSS and halo model),
extragalactic foregrounds (tSZ, point-sources), and measuring the NG of these
foregrounds with Planck.
  More specifically and in a disorganised manner, the following were most of my
contributions in the field : developments on the effect of masking on the
angular bispectrum, introduction of an efficient bispectrum representation,
derivation of the bispectrum covariance, generation of non-gaussian
simulations, projection of 3D Fourier polyspectra onto 2D spherical ones,
treatment of shot-noise terms with the halo model, introduction of a
diagrammatic formalism for elegant and simple derivation of galaxy polyspectra,
halo model description of the bispectrum of the tSZ effect and of the Cosmic
Infrared Background (CIB), phenomenological prescription of the NG of clustered
sources and corresponding KSW-like estimator, effect of point-sources NG for
Planck, measurement of the CIB bispectrum with Planck data, measurement of the
tSZ bispectrum with Planck data and cosmological constraints with it.
