Standard deviation (left), skewness (centre) and kurtosis (right) of the SMHW coefficients as a function of the wavelet scale R. Results are given for the four Planck CMB maps (green, Commander-Ruler; light-blue, NILC; red, SEVEM; and yellow, SMICA). Modified upper tail probabilities (mUTP, see text for details) are obtained by comparing with 1000 simulations processed through the component separation pipelines. Squares represent modified upper tail probabilities that correspond to an actual upper tail probability above 0.5; diamonds represent upper tail probabilities below 0.5.