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arXiv · 2009.09216

Tests for circular symmetry of complex-valued random vectors

Norbert Henze·Pierre Lafaye de Micheaux·Simos G. Meintanis
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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 $L^2$-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.

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Norbert Henze, Pierre Lafaye de Micheaux, Simos G. Meintanis. 2020-09-19. Tests for circular symmetry of complex-valued random vectors. https://arxiv.org/abs/2009.09216

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