We present a model-independent investigation of the WMAP data with respect to scale- dependent non-Gaussianities (NGs) by employing the method of constrained randomization. For generating so-called surrogate maps a shuffling scheme is applied to the Fourier phases of the original data, which allows to test for the presence of higher order correlations (HOCs) on well-defined scales. Using scaling indices as test statistics we find highly significant signatures for non-Gaussianities when considering all scales. We test for NGs in the bands l = [2,20], l = [20,60], l = [60,120] and l = [120,300]. We find highly significant signatures for non-Gaussianities and ecliptic hemispherical asymmetries for l = [2, 20]. We also obtain highly significant deviations from Gaussianity for the band l = [120,300]. The result for the full l-range can be interpreted as a superposition of the signatures found in the bands l = [2, 20] and l = [120, 300]. We find remarkably similar results when analyzing different ILC-like maps. We perform a set of tests to investigate if the detected anomalies can be explained by systematics. While no test can convincingly rule out the intrinsic nature of the anomalies for the low l case, the ILC map making procedure and/or residual noise in the maps can also lead to NGs at small scales. Our investigations prove that there are phase correlations in the WMAP data of the CMB. In the absence of an explanation in terms of Galactic foregrounds or known systematic artefacts, the signatures at low l must so far be taken to be cosmological at high significance. These findings strongly disagree with predictions of isotropic cosmologies with single field slow roll inflation. The task is now to elucidate the origin of the phase correlations and to understand the physical processes leading to these scale-dependent non-Gaussianities - if systematics as cause for them must be ruled out.
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