A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
Virgil R. Marco, Dean M. Young, Danny W. Turner · Communication in Statistics- Theory and Methods · 1987
This paper examines the robustness of the multivariate version of Grubs' (1950) procedure for detecting an outlier in a sample of n independent observations against equicorrelation of the observations. It is shown that the robustness of the univariate test to equicorrelation extends to the multivariate test in that the distribution of the maximum squared radii-test for a multivariate oulier in identical for both the independent and siaply equicorrelated data models.