Detection of Multivariate Outliers in Elliptically Symmetric Distributions
Detection of Multivariate Outliers in Elliptically Symmetric Distributions
An extension of Ferguson's (Fourth Berkeley Symposium on Probability and Mathematical Statistics, 1961, Volume 1) univariate normal results and Schwager and Margolin's (1982) multivariate normal results for detection of outliers is made to the multivariate elliptically symmetric case with mean slippage. The main result can be viewed as a robustness …