复值随机向量的圆对称性检验
Tests for circular symmetry of complex-valued random vectors
摘要:
我们提出了测试的原假设,法律的复值随机向量是循环对称的。基于经验特征函数,将测试准则制定为$L^2$型准则,从计算的角度来看,它们是方便的。渐近以及蒙特卡罗结果。实际数据上的应用也报告。作者提供了一个名为CircSymTest的R软件包。
英文摘要:
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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