Resumen de Tests for circular symmetry of complex-valued random vectors

Norbert Henze, Pierre Lafaye De Micheaux, Simos G. Meintanis

• 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.