Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions

摘要

An extension of Ferguson's univariate normal results for detection of outliers with variance slippage is made to the multivariate elliptically symmetric case with dispersion slippage. The locally optimum test statistic derived possesses all three robustness properties: optimality, null and nonnull. As a technical tool, Wijsman's representation theorem is used. (Author)