On robustness of the test for detection of multivariate outliers

In this paper, Wilks'[Wilks, S.S., 1963, Multivariate statistical outliers. Sankhya, Ser. A, 25, 407-426.] multivariate normal results for detection of outliers are extended to the multivariate elliptically symmetric case, with mean slippage and dispersion slippage outlier model. The main result can be viewed as a robustness property of Wilks'[ Wilks, S. S., 1963, Multivariate statistical outliers. Sankhya, Ser. A., 25, 407-426.] statistic as a likelihood ratio test statistic to detect outliers against non-normal multivariate distributions.