Tests for circular symmetry of complex-valued random vectors

• Norbert Henze ^[2] ; Pierre Lafaye De Micheaux ^[3] ; Simos G. Meintanis ^[1]
  1. [1] National and Kapodistrian University of Athens

     National and Kapodistrian University of Athens

     Dimos Athens, Grecia

     
  2. [2] Institute of Stochastics, Karlsruhe Institute of Technology (KIT), Englerstr. 2, Karlsruhe, 76133, Germany
  3. [3] School of Mathematics and Statistics, UNSW Sydney, Sydney, NSW, Australia

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• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 31, Nº. 2, 2022, págs. 488-518
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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 L2-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.