On detection of outliers in symmetric normal models

Extensions of recent results for detection of mean slippage type outliers from i.i.d. multivariate normal and elliptically symmetric distributions are made to symmetric case, that is, when the observations are equicorrelated. The main tool used is Wijsman's (1967) representation theorem. The results obtained can be viewed as a robustness property of the use of Mardia's multivariate kurtosis as a locally optimal test statistic to detect outliers against equicorrelated distributions.