The effect of correlation on multivariate rank outlyingness, a result of deviation of multivariate rank functions from property of spherical symmetry, is examined. Possible affine invariant versions of this multivariate rank are surveyed, and outlyingness of affine invariant and non-invariant spatial rank functions under general affine transformation are compared.
Makinde, O. S. (2017). Multivariate rank outlyingness and correlation effects. Journal of Modern Applied Statistical Methods, 16(1), 246-260. doi: 10.22237/jmasm/1493597580