Tests for circular symmetry of complex-valued random vectors
Statistics Theory
2021-03-22 v2 Statistics Theory
Abstract
We propose tests for the null hypothesis that the law of a complex-valued random vector is circularly symmetric. The test criteria are formulated as -type criteria based on empirical characteristic functions, and they are convenient from the computational point of view. Asymptotic as well as Monte-Carlo results are presented. Applications on real data are also reported. An R package called CircSymTest is available from the authors.
Keywords
Cite
@article{arxiv.2009.09216,
title = {Tests for circular symmetry of complex-valued random vectors},
author = {Norbert Henze and Pierre Lafaye de Micheaux and Simos G. Meintanis},
journal= {arXiv preprint arXiv:2009.09216},
year = {2021}
}