We investigate the Gaussianity of the 4-yr COBE DMR data (in HEAEPix pixeli
zation) using an analysis based on spherical Haar wavelets. We use all the
pixels lying outside the Galactic cut and compute the skewness, kurtosis an
d scale-scale correlation spectra for the wavelet coefficients at each scal
e. We also lake into account the sensitivity of the method to the orientati
on of the input signal. We find a detection of non-Gaussianity at >99 per c
ent level in just one of our statistics. Taking into account the total numb
er of statistics computed, we estimate that the probability of obtaining su
ch a detection by chance for an underlying Gaussian field is 0.69. Therefor
e, we conclude that the spherical wavelet technique shows no strong evidenc
e of non-Gaussianity in the COBE DMR data.