Detection of multivariate outliers in elliptically symmetric distributions (Q760124)

An extension of \textit{T. S. Ferguson}'s [Proc. 4th Berkeley Sympos. math. Statist. Probab. 1, 253-287 (1961; Zbl 0129.327)] univariate normal results and \textit{S. J. Schwager} and \textit{B. H. Margolin}'s [Ann. Stat. 10, 943-954 (1982; Zbl 0497.62046)] 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 property of the use of Mardia's multivariate kurtosis statistic as a locally optimum test statistic to detect outliers against nonnormal multivariate distributions.