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Tests for circular symmetry of complex-valued random vectors

Author

Listed:
  • Norbert Henze

    (Karlsruhe Institute of Technology (KIT))

  • Pierre Lafaye De Micheaux

    (UNSW Sydney
    Univ Montpellier, INSERM
    Université Paul-Valéry Montpellier 3)

  • Simos G. Meintanis

    (National and Kapodistrian University of Athens
    North-West University)

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 $$L^2$$ 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.

Suggested Citation

  • Norbert Henze & Pierre Lafaye De Micheaux & Simos G. Meintanis, 2022. "Tests for circular symmetry of complex-valued random vectors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 488-518, June.
    • Handle: RePEc:spr:testjl:v:31:y:2022:i:2:d:10.1007_s11749-021-00788-6
    DOI: 10.1007/s11749-021-00788-6
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    References listed on IDEAS

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