  In the context of the present and future Cosmic Microwave Background (CMB)
experiments, going beyond the information provided by the power spectrum has
become necessary in order to tightly constrain the cosmological model. The
non-Gaussian signatures in the CMB represent a very promising tool to probe the
early universe and the structure formation epoch. We present the results of a
comparison between two families of non-Gaussian estimators: The first act on
the wavelet space (skewness and excess kurtosis of the wavelet coefficients)
and the second group on the Fourier space (bi- and trispectrum). We compare the
relative sensitivities of these estimators by applying them to three different
data sets meant to reproduce the majority of possible non-Gaussian
contributions to the CMB. We find that the skewness in the wavelet space is
slightly more sensitive than the bispectrum. For the four point estimators, we
find that the excess kurtosis of the wavelet coefficients has very similar
capabilities than the diagonal trispectrum while a near-diagonal trispectrum
seems to be less sensitive to non-Gaussian signatures.
