Inference in the Grubbs Model Under Elliptical Distributions

In this paper we consider estimation and hypotheses testing in the Grubbs model under elliptical distributions. Thus is, we assume that the measurements obtained follow a multivariate elliptical distribution. Wald type statistics are considered which are asymptotically distributed according to the chi-square distribution. The statistics are based on maximum likelihood estimator, in sample mean and sample covariance. matrix.Mathematics Subject Classifications (2000):