### Abstract

In this paper, we introduce a new subclass of elliptical distributions, namely the ε- contaminated elliptical distributions. These distributions are obtained by using the method of mixture. It may be viewed as a generalization of the well-known ε-contaminated normal distributions. A local score test for the mixing proportion ε is explicitly described, and exact distribution of the test statistic is derived for some examples. Further it is established that the test statistic under the normality assumption remains robust under some specific elliptical distributions.

Original language | English |
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Pages (from-to) | 31-41 |

Number of pages | 11 |

Journal | Panamerican Mathematical Journal |

Volume | 21 |

Issue number | 3 |

Publication status | Published - Jul 2011 |

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### Keywords

- ε-contaminated elliptical distributions
- ε-contaminated normal distributions
- Local score test
- Method of mixture

### ASJC Scopus subject areas

- Mathematics(all)

### Cite this

*Panamerican Mathematical Journal*,

*21*(3), 31-41.

**Local score test for the mixing proportion for the contaminated elliptical distributions.** / Sarr, Amadou; Gupta, Arjun K.

Research output: Contribution to journal › Article

*Panamerican Mathematical Journal*, vol. 21, no. 3, pp. 31-41.

}

TY - JOUR

T1 - Local score test for the mixing proportion for the contaminated elliptical distributions

AU - Sarr, Amadou

AU - Gupta, Arjun K.

PY - 2011/7

Y1 - 2011/7

N2 - In this paper, we introduce a new subclass of elliptical distributions, namely the ε- contaminated elliptical distributions. These distributions are obtained by using the method of mixture. It may be viewed as a generalization of the well-known ε-contaminated normal distributions. A local score test for the mixing proportion ε is explicitly described, and exact distribution of the test statistic is derived for some examples. Further it is established that the test statistic under the normality assumption remains robust under some specific elliptical distributions.

AB - In this paper, we introduce a new subclass of elliptical distributions, namely the ε- contaminated elliptical distributions. These distributions are obtained by using the method of mixture. It may be viewed as a generalization of the well-known ε-contaminated normal distributions. A local score test for the mixing proportion ε is explicitly described, and exact distribution of the test statistic is derived for some examples. Further it is established that the test statistic under the normality assumption remains robust under some specific elliptical distributions.

KW - ε-contaminated elliptical distributions

KW - ε-contaminated normal distributions

KW - Local score test

KW - Method of mixture

UR - http://www.scopus.com/inward/record.url?scp=80055070321&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=80055070321&partnerID=8YFLogxK

M3 - Article

VL - 21

SP - 31

EP - 41

JO - Panamerican Mathematical Journal

JF - Panamerican Mathematical Journal

SN - 1064-9735

IS - 3

ER -