Tests for circular symmetry of complex-valued random vectors

09/19/2020

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by   Norbert Henze, et al.

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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.