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

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.