Tests for circular symmetry of complex-valued random vectors

DOI10.1007/S11749-021-00788-6zbMATH Open1492.62102arXiv2009.09216OpenAlexW3202395596MaRDI QIDQ2161024FDOQ2161024

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

Publication date: 4 August 2022

Published in: Test (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2009.09216

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zbMATH Keywords

characteristic functiongoodness-of-fit testcomplex-valued random variable

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to environmental and related topics (62P12)

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Cited In (1)

• CircSymTest

Uses Software

• R

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