论文标题
测试复合物值随机向量的圆形对称性
Tests for circular symmetry of complex-valued random vectors
论文作者
论文摘要
我们提出了对零假设的测试，即复杂值随机矢量的定律是圆形的对称的。测试标准根据经验特征函数为$ l^2 $ -type标准，从计算的角度来看，它们很方便。提出了渐近性以及蒙特卡洛的结果。还报告了有关真实数据的应用程序。作者可从作者获得称为Circsymtest的R软件包。
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.
