Logo image
Se connecter
Tests for circular symmetry of complex-valued random vectors
Article de revue   Avec comité de lecture

Tests for circular symmetry of complex-valued random vectors

Norbert Henze, Pierre Lafaye de Micheaux et Simos Meintanis
Test, Vol.31, pp.488-518
24/09/2021

Résumé

Complex-valued random variable Characteristic function Goodness-of -fit test
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.

Fichiers et liens (1)

url
Find in HALAfficher

Indicateurs

1 Consultations de la notice

Détails

Logo image